Oct 16, 2019

A summary of “The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror,” by Eric C. Engstrom and Steven A. Sharpe, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

Oct 16, 2019

A summary of “Carry Investing on the Yield Curve,” by Martin Martens, Paul Beekhuizen, Johan Duyvesteyn, CFA, and Casper Zomerdijk, CFA, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

Oct 16, 2019

A summary of “Optimal Currency Hedging for International Equity Portfolios,” by Jacob Boudoukh, Matthew Richardson, Ashwin Thapar, and Franklin Wang, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

Oct 16, 2019

A summary of “Optimal Timing and Tilting of Equity Factors,” by Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother, and Patrick Vosskamp, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.

Oct 16, 2019

A summary of “Do Investors Consider Nonfinancial Risks When Building Portfolios?,” by David M. Blanchett, CFA, and Michael Guillemette, published in the Fourth Quarter 2019 issue of the Financial Analysts Journal.