Credit-Informed Tactical Asset Allocation - 10 Years On
16 Pages Posted: 9 Aug 2021
Date Written: August 6, 2021
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