Tag: value (Page 2 of 6)
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.
Traditional value strategies may be fundamentally flawed in their construction. Value 2.0 indices fix some of these problems, but not all.
Are relative valuations a good enough reason to overweight international equity exposure compared to U.S. equity exposure?
Factor Fimbulwinter
By Corey Hoffstein
On June 11, 2018