The same concept
works across asset classes too, but with two caveats — low costs matter and less active is better.
Does time series (intrinsic or absolute) momentum
work across asset classes prior to the Great Moderation (secular decline in interest rates)?
Not exact matches
A 20 - year veteran of Cerberus, Mr. Bruno will continue to
work closely with Mr. Feinberg to oversee and manage Cerberus's global investment activities
across asset classes, sectors, and geographies.
Does a carry trade derived from roll yields of futures / forward contracts
work within
asset classes (undiversified) and
across asset classes (iversified)?
After graduating, Jake
worked on the investment team at Makena Capital, an endowment - style investment fund investing
across all
asset classes and geographies.
The value factor
works the same way
across asset classes.
There have been significant flows into exchange - traded products and mutual funds
across asset classes this year, as perceived economic and political risks have declined and many investors have put cash to
work in response.