Tag: value (Page 1 of 4)
Can value, momentum, carry, and an explicit measure of the bond risk premium be used as methods for timing duration in a fixed income portfolio?
Factors are often discussed as a means to potential enhance portfolio return; but how should factors be combined when portfolio goals are considered?
Traditional academic equity factors exhibit time-varying beta exposure. Does this varying exposure imply returns from "market timing"?
We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.
A Gentle Guide to Global Tactical Asset Allocation
By Corey Hoffstein
On August 7, 2017