Author Page for Corey Hoffstein

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Rebalance Timing Luck: The (Dumb) Luck of Smart Beta

Number of pages: 22 Posted: 30 Sep 2020

Corey Hoffstein, Nathan Faber and Steven Braun

Newfound Research, Newfound Research and Newfound Research

Downloads 4,333 (4,605)

Citation 1

Abstract:

Cross-sectional Momentum in Cryptocurrency Markets

Number of pages: 15 Posted: 11 Jan 2023 Last Revised: 14 Apr 2023

Leigh Drogen, Corey Hoffstein and Kevin Otte

Starkiller Capital, Newfound Research and Starkiller Capital

Downloads 1,814 (18,720)

Abstract:

The Correlation Boundary

Newfound Research LLC, October 26, 2012

Number of pages: 9 Posted: 31 Jan 2013

Corey Hoffstein

Newfound Research

Downloads 152 (372,204)

Abstract:

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

https://www.pm-research.com/content/iijaltinv

Posted: 25 Jan 2023 Last Revised: 01 Apr 2024

Steven Braun, Corey Hoffstein, Roni Israelov and David Nze Ndong

Newfound Research, Newfound Research, Independent and affiliation not provided to SSRN

Abstract:

Rebalance Timing Luck: The Difference Between Hired and Fired

Posted: 31 Jan 2019 Last Revised: 07 May 2019

Corey Hoffstein, Justin Sibears and Nathan Faber

Newfound Research, Newfound Research and Newfound Research

Corey Hoffstein

Newfound Research

Chief Investment Officer

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Scholarly Papers (5)

Rebalance Timing Luck: The (Dumb) Luck of Smart Beta

Abstract:

Cross-sectional Momentum in Cryptocurrency Markets

Abstract:

The Correlation Boundary

Abstract:

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck

Abstract:

Rebalance Timing Luck: The Difference Between Hired and Fired

Abstract: