Static Indexing Beats Tactical Asset Allocation
Publication
, Journal Article
McCarthy, JE; Tower, E
Published in: Journal of Index Investing
March 1, 2021
How do tactical asset allocation funds compare with a portfolio of index ETFs having the same investment style and bond-A nd foreign-market-augmented same-style Fama-French benchmarks? The authors find that portfolios of equally weighted TAA funds under-returned corresponding portfolios of index ETFs by gaps ranging from 1.77% to 5.15% per year, and corresponding Fama-French benchmarks by gaps ranging from 1.92% per year to 5.08% per year.
Duke Scholars
Published In
Journal of Index Investing
DOI
EISSN
2374-135X
ISSN
2154-7238
Publication Date
March 1, 2021
Volume
11
Issue
4
Start / End Page
41 / 52
Citation
APA
Chicago
ICMJE
MLA
NLM
McCarthy, J. E., & Tower, E. (2021). Static Indexing Beats Tactical Asset Allocation. Journal of Index Investing, 11(4), 41–52. https://doi.org/10.3905/JII.2021.1.100
McCarthy, J. E., and E. Tower. “Static Indexing Beats Tactical Asset Allocation.” Journal of Index Investing 11, no. 4 (March 1, 2021): 41–52. https://doi.org/10.3905/JII.2021.1.100.
McCarthy JE, Tower E. Static Indexing Beats Tactical Asset Allocation. Journal of Index Investing. 2021 Mar 1;11(4):41–52.
McCarthy, J. E., and E. Tower. “Static Indexing Beats Tactical Asset Allocation.” Journal of Index Investing, vol. 11, no. 4, Mar. 2021, pp. 41–52. Scopus, doi:10.3905/JII.2021.1.100.
McCarthy JE, Tower E. Static Indexing Beats Tactical Asset Allocation. Journal of Index Investing. 2021 Mar 1;11(4):41–52.
Published In
Journal of Index Investing
DOI
EISSN
2374-135X
ISSN
2154-7238
Publication Date
March 1, 2021
Volume
11
Issue
4
Start / End Page
41 / 52