EDHEC-Risk Institute Says Duration-Timing Strategies Can Work

Press review Traders Magazine "(...) It is within this context that EDHEC-Risk Institute has launched a dedicated research programme that aims to broaden the concepts of factor-investing in bond markets by i) analysing the risk factors that drive these universes, ii) finding whether they attract compensation or not, and iii) more generally, examining bond return predictability. A new study produced as part of the Amundi research chair on “ETF, Indexing and Smart Beta Investment Strategies” focuses on the two factors that explain a large fraction of differences over time in bond returns, namely the “level” or “slope” of the yield curve."(...) Copyright Traders Magazine http://e.tradersmagazine.com/news/fixed-income/edhec-risk-institute-says-durati… 2019