Download This PaperEquity Sector Rotation via Credit Relative Value
34 Pages Posted: 2 Aug 2021
Date Written: February 28, 2013
Abstract
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: 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
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