Tail Protection Fast or Slow?
Today’s post looks at a recent paper from AQR on whether you should prefer tail risk protection that works in slow drawdowns or in rapid crashes.
Category: What works
Underestimating the Red Queen
Today’s post looks at a paper from Morgan Stanley on the impact of maintenance spending on a company’s growth.
How much Trend? – Carver
Today’s post looks at an article from last year by Robert Carver on how much trend we should have in our portfolios.
Leverage for the Long Run
Today’s post is about a second paper from Michael Gayed on using Leverage for the Long Run.
Rabener on TAA
Today’s post looks at three articles from Nicolas Rabener on the subject of Tactical Asset Allocation (TAA).
Stock Screeners March 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Relative Strength Strategies – Meb Faber
Today’s post looks at a 2010 paper from Meb Faber on the subject of Relative Strength Strategies.
Stock Screeners February 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Tactical Asset Allocation – Meb Faber
Today’s post looks at a 2006 paper from Meb Faber on the subject of Tactical Asset Allocation.
