Implementing sector rotation strategies with a set of low-frequency economic measures, the
authors construct long-only sector exchange traded fund (ETF) portfolios that respond …

Since the onset of the Great Recession in 2008, the practice of tactical asset allocation has
received increased interest from practitioners. Though commonly used in conjunction with …

Socially responsible investing (SRI) is an increasingly important investment issue, gaining
popularity among both institutional and individual investors. In the past, SRI research has …

This article evaluates several low-volatility portfolio strategies to identify the return penalty, if
any, associated with increased downside safety. The authors compare the S&P 500 Low …

The author uses an expected utility function of time and wealth to define an individual's
critical wealth level. Traditional asset allocation models are based on modern portfolio …