Value and Momentum Factors in Fixed Income
Smart beta (or factor investing) seems to be the product du jour in ETFs. There are so many different factor products available that just about [...]
Momentum Investing: A Simple Bond Momentum Strategy
Quick Summary For a bond momentum strategy, it makes sense to select the top 3 or top 6 funds.The starting universe matters.One must consider the taxes and [...]
A Better Buyback Strategy
Repurchases, Reputation, and Returns Alice Bonaime A recent version of the paper can be found here. Abstract: This paper examines whether a firm’s reputation is [...]