Equity Sector Rotation via Credit Relative Value

34 Pages Posted: 2 Aug 2021

Date Written: February 28, 2013


NAAIM 2013 Wagner Award-winning paper. Describes a straightforward sector rotation + tactical asset allocation strategy that uses a high yield credit index to judge equity relative value.

Keywords: Tactical Asset Allocation, Asset Allocation, Quantitative, Capital Structure Arbitrage, Credit Markets, Market Timing

JEL Classification: C00, C10, G00, G11

Suggested Citation

Klein, David, Equity Sector Rotation via Credit Relative Value (February 28, 2013). Available at SSRN: https://ssrn.com/abstract=3882113 or http://dx.doi.org/10.2139/ssrn.3882113

David Klein (Contact Author)

University of California ( email )

Oakland, CA
United States

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