Rebalance Timing Luck: The Difference between Hired and Fired
C Hoffstein, N Faber - The Journal of Index Investing, 2019 - search.proquest.com
Prior research demonstrates that performance can be highly sensitive to index construction
choices related to rebalance dates. The authors define the measure of rebalance timing luck …
choices related to rebalance dates. The authors define the measure of rebalance timing luck …
Rebalance timing luck: the (dumb) luck of smart beta
C Hoffstein, N Faber, S Braun - Available at SSRN 3673910, 2020 - papers.ssrn.com
Prior research and empirical investment results have shown that portfolio construction choices
related to rebalance schedules may have non-trivial impacts on realized performance. We …
related to rebalance schedules may have non-trivial impacts on realized performance. We …
The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
S Braun, C Hoffstein, R Israelov… - Available at SSRN …, 2023 - papers.ssrn.com
Prior research and empirical investment results demonstrate that strategy performance can
be highly sensitive to rebalance schedules, an effect called rebalance timing luck (“RTL”). In …
be highly sensitive to rebalance schedules, an effect called rebalance timing luck (“RTL”). In …
[HTML][HTML] Flirting with Models
C Hoffstein - blog.thinknewfound.com
In this paper we discuss simple rules for timing exposure to 10-year US Treasuries.
Do Crypto Hedge Funds Time the Bitcoin Market?
…, L Swinkels, J Yang, S Braun, C Hoffstein… - The Journal of …, 2023 - pm-research.com
The Journal of Alternative Investments (JAI) offers detailed analysis and expert insight on the
evolving field of alternative investments. The JAI strives to provide its readers with practical …
evolving field of alternative investments. The JAI strives to provide its readers with practical …
From Backwards to Boardrooms: The Rise of Institutional Investment in Timberland by Daowei Zhang, Oregon State University Press (2021)
…, L Swinkels, J Yang, S Braun, C Hoffstein… - The Journal of …, 2023 - pm-research.com
The Journal of Alternative Investments (JAI) offers detailed analysis and expert insight on the
evolving field of alternative investments. The JAI strives to provide its readers with practical …
evolving field of alternative investments. The JAI strives to provide its readers with practical …
Commodity Futures and Trend Inflation
…, J Jabłecki, S Braun, C Hoffstein… - The Journal of …, 2023 - pm-research.com
The Journal of Alternative Investments (JAI) offers detailed analysis and expert insight on the
evolving field of alternative investments. The JAI strives to provide its readers with practical …
evolving field of alternative investments. The JAI strives to provide its readers with practical …
Cross-sectional Momentum in Cryptocurrency Markets
L Drogen, C Hoffstein, K Otte - Available at SSRN 4322637, 2023 - papers.ssrn.com
There is substantial evidence supporting the existence of a short-term momentum anomaly
in blockchain based digital assets. Specifically, those assets which perform best (worst) over …
in blockchain based digital assets. Specifically, those assets which perform best (worst) over …
The Correlation Boundary
C Hoffstein - Newfound Research LLC, October, 2012 - papers.ssrn.com
A significant amount of time at Newfound is appropriated to quantitative strategy construction.
Implicit in mandating quantitative integrity is developing intuition around investment …
Implicit in mandating quantitative integrity is developing intuition around investment …
Practical Applications of Rebalance Timing Luck: The Difference Between Hired and Fired
C Hoffstein, N Faber - Practical Applications, 2020 - pm-research.com
Practical Applications Summary In Rebalance Timing Luck: The Difference Between Hired
and Fired from the Summer 2019 issue of The Journal of Index Investing, authors Corey …
and Fired from the Summer 2019 issue of The Journal of Index Investing, authors Corey …