Crowded Trades: Implications for Sector Rotation and Factor Timing
By William Kinlaw, Mark Kritzman, David Turkington, State Street Associates
Jul 1, 2019

By William Kinlaw, Mark Kritzman, and David Turkington

Published in the Journal of Portfolio Management, July 2019

The authors propose two measures for managing exposure to bubbles. Together these measures have the potential to locate bubbles in sectors and in factors as they begin to emerge and to identify exit points before they fully deflate.

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