Market Timing and Tactical Allocation
Whether and how to vary exposure with valuation, momentum or the cycle. Most of the credible evidence is modest and rule-based.
8 books · 2 people behind it
Start here
- Mastering the Market CycleHoward Marks, 2018
- Irrational ExuberanceRobert J. Shiller, 2000
- Anatomy of the BearRussell Napier, 2005
The people behind it 2
Each person holds a book in this entry or names it in their own tags.
Investors 1
Academics 1
Books 8
Jeremy J. Siegel · 1994 · The long-horizon data set that the case against timing rests on.
Robert J. Shiller · 2000 · Cyclically adjusted valuation, the one timing signal with evidence behind it.
Howard Marks · 2018 · Calibrating aggression to where the cycle stands, without predicting turns.
Russell Napier · 2005 · Four great bottoms studied through contemporary newspaper reporting.
Vitaliy N. Katsenelson · 2007 · Katsenelson on buying and selling inside range-bound markets.
Mebane T. Faber, Eric W. Richardson · 2009 · Popularised the ten-month moving average as a de-risking rule.
Gary Antonacci · 2014 · Absolute momentum as a systematic substitute for judgement.
Adam Butler, Michael Philbrick, Rodrigo Gordillo · 2015 · Rule-based momentum and volatility allocation, tested rather than asserted.