Tactical Target Date Funds

Francisco Gomes,Alexander Michaelides,Yuxin Zhang

Tactical Target Date Funds

2021

Francisco Gomes
Alexander Michaelides
Yuxin Zhang

We propose target date funds modified to exploit stock return predictability driven by the variance risk premium. The portfolio rule of these tactical target date funds (TTDFs) is extremely simplif...

Keywords:

Tactical asset allocation
Predictability
Exploit
Portfolio
Target date fund
Market timing
Business
Finance
Variance risk premium
stock return

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