Century-Long Backtest Shines on a Few ETF Strategies
November 12, 2015 at 11:30 AM EST
In a new article from Institutional Investor—“Market Timing Is Back In The Hunt For Investors”–AQR Capital Management reviews the case for market timing and finds an encouraging track record. Citing the historical record from 1900, AQR’s Cliff Asness and two colleagues outline what is effectively a...