Credit-Informed Tactical Asset Allocation - 10 Years On

16 Pages Posted: 9 Aug 2021

Date Written: August 6, 2021

Abstract

This paper takes a look back at the original Credit-Informed Tactical Asset Allocation paper published in June 2011 and extends the model to address some of the weaknesses identified in the original paper.

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

JEL Classification: C00, C10, G00, G11

Suggested Citation

Klein, David, Credit-Informed Tactical Asset Allocation - 10 Years On (August 6, 2021). Available at SSRN: https://ssrn.com/abstract=3900737 or http://dx.doi.org/10.2139/ssrn.3900737

David Klein (Contact Author)

University of California ( email )

Oakland, CA
United States

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