Olivier Blin

Unigestion SA

8c, avenue de Champel CP 387

CP 387

Genève 12, CH 1211

Switzerland

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Scholarly Papers (1)

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Factor Timing Revisited: Alternative Risk Premia Allocation Based on Nowcasting and Valuation Signals

Number of pages: 27 Posted: 28 Sep 2018 Last Revised: 16 Nov 2018
Unigestion SA, Unigestion, Unigestion and Unigestion
Downloads 685 (37,728)
Citation 3

Abstract:

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Alternative Risk Premia, Carry, Trend-Following, Momentum, Equity Factors, Risk-Based Investing, Macro Regimes, Asset Allocation