(EDIT: They have since corrected the mistake)
I have a research paper that just got published in the Spring 2007 Journal of Wealth Management titled “A Quantitative Approach to Tactical Asset Allocation”.
(Un)fortunately, someone on the web team confused my name Mebane with Melanie (not even the correct gender!), so now I have a female pseudonym. (I haven’t had an imaginary identity like this since playing whiffle ball when I was 7 years old and used ghost runners)…
You can purchase “Melanie’s” article at the JWM site, or find the article (for free) on SSRN http://ssrn.com/abstract=962461
I liked your paper. The tactical asset allocation was particularly interesting. Simple rules that can be easily put into practice by an investor.
Excellent paper. Most people mistakenly believe market timing is risky and the practice is an attempt to outperform an index. What they don’t understand is market timing is an effective risk reduction strategy IF adhered to.
Btw, your blog postings are amazingly on the same wavelength the three investment strategies I use. Keep up the good work!