Download This PaperCredit-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: 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
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
