Tag: timing luck
Empirically, industry groups exhibit an exploitable momentum factor. How much of it is due to timing luck?
We evaluate how timing luck – the probability of when events occur within a month – can affect the results of a strategic asset allocation process.
Timing luck often has a much greater influence on strategies than meets the eye. A simple test can be used to attribute good, or bad, performance to timing
Quantifying Timing Luck
By Corey Hoffstein
On January 22, 2018