Tactical Asset Allocation, Risk Premia, and the Business Cycle: A Macro Regime Approach

A de Longis, D Ellis - The Journal of Portfolio Management, 2023 - pm-research.com
Market conditions change over the course of the business cycle. When are investors
compensated to take risk? And what type of risk? This article proposes a practical regime …

Tactical factor allocation for multifactor portfolios

S Kim - Applied Economics Letters, 2022 - Taylor & Francis
Factor investing comprises selecting the set of factors and the right amount of each factor for
investment. While past research provides a better guidance on which factors to invest …