Tactical Equity Investing across Bull and Bear Markets

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CFA Digest
May 2012 | Vol. 42 | No. 2 | 2 pages
Source: CFA Institute
Owain ap Gwilym Andrew Clare James Seaton Stephen Thomas
Gregory G. Gocek, CFA (Reviewer)

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Abstract

The authors investigate the effect that the market state, as defined by a moving average benchmark, can have on popular stock investment strategies involving size, yield, and momentum. They also examine interactions between variables and advocate for the potential advantages of market timing.

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Topics
Equity Investments
    :
  • Fundamental Analysis (Sector, Industry, Company) and the Valuation of Individual Equity Securities
|
Portfolio Management
    :
  • Equity Portfolio Management Strategies
|
Private Wealth Management
    :
  • Investment Vehicles and Asset-Class Exposures
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