Sentences with phrase «volatility timing approach»

In the April 2016 version of their paper entitled «Volatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively high (low).

In the April 2016 version of their paper entitled «Volatility Managed Portfolios», Alan Moreira and Tyler Muir test the performance of a simple volatility timing approach that lowers (raises) exposure to risky assets when volatility of recent returns for those assets is relatively high (low).

Not exact matches

However, this approach may not work this time around, because the volatility is largely being driven from outside the United States, i.e. China.

With a combination of these diversified strategies, a flexible active approach aims to find fixed income return opportunities in all corners of the market, even during times of greater volatility or rising interest rates.

More flexible approaches to fixed income investing can make more sense, offering higher yield potential and meaningful diversification while at the same time seeking to reduce overall volatility.

Another approach is to evaluate the relationship between time series (intrinsic or absolute) momentum and volatility.

«When you're looking to trade ETFs, especially in times of increased volatility, consider the market cap and bid - offer spread and approach any ETF that is new to the market with a fair dose of skepticism,» he says.

However, this approach may not work this time around, because the volatility is largely being driven from outside the United States, i.e. China.

More flexible approaches to fixed income investing can make more sense, offering higher yield potential and meaningful diversification while at the same time seeking to reduce overall volatility.

On the other hand, the more aggressive the asset allocation, the higher the initial spending rate — with one caveat: As the equity percentage approaches 100 %, the return volatility will likely increase, and over shorter time horizons may actually increase the chance of prematurely running out of money.»

Paul J. Lim's June 30, 2012 New York Times article, «Searching for Calm in the Bond Markets,» shows how investors can limit volatility in their bond portfolios, and the article's conclusions are right in line with our low volatility approach to fixed income investing, our Flexible Income strategy.

Overall, Roundtable favours a Growth - At - A-Reasonable-Price («GARP») approach to stock selection, but will consider «value» stocks to act as a «safer harbour» in times of above - normal volatility, high inflation and / or high / rising interest rates.

On average, it finds that an LSI approach has outperformed a DCA approach approximately two - thirds of the time, even when results are adjusted for the higher volatility of a stock / bond portfolio versus cash investments.

The ratio changes over time and with the date of maturity approaching, the proportion of investment increases in the Income Fund to protect the fund from market volatility.

First, the majority of people that would benefit from this approach are older and have less time before their retirement accounts need to be more protected from volatility anyway.

While at times the volatility of Bitcoin has approached that of gold's (which is usually similar to fiat currencies), those times of restfulness are often fast followed by a return to its old volatile ways.

First, some investors have a long enough time frame to accept market volatility and prefer a simpler approach.