Tag: value (Page 1 of 6)
We revisit the idea of portable beta to introduce a tactical 90/60 model, which uses value, trend, and carry signals to govern equity and bond exposure.
We explore the evidence that would be required for us to dismiss established anomalies. We find that we would likely have to live through several careers.
With low current rates and higher durations, the stage may be set for systematic, factor-based approaches to timing bonds – like value, momentum, and carry – to add significant value to passive buy-and-hold.
Factor-based investment strategies seek to manage risk with diversification; completely unconstrained, however, they can be overwhelmed by unintended bets.
Country Rotation with Growth/Value Sentiment
By Corey Hoffstein
On May 13, 2019