West Loop Financial LLC‘Cycle Factor’ Can Predict Returns – West Loop Financial LLC https://www.westloopfinancial.com Evolutionize Site Wed, 19 Aug 2020 20:50:49 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 ‘Cycle Factor’ Can Predict Returns https://www.westloopfinancial.com/2015/11/02/cycle-factor-can-predict-returns/ https://www.westloopfinancial.com/2015/11/02/cycle-factor-can-predict-returns/#respond Mon, 02 Nov 2015 09:00:17 +0000 http://evolvemypractice.com/?p=2309 Anna Cieslak and Pavol Povala—authors of the paper “Expected Returns in Treasury Bonds,” which was published in the September 2015 issue of The Review of Financial Studies—examined the time variation in the risk premium that investors require for holding Treasury bonds. While most of the authors’ analysis relies on data starting in 1971 (when data...

The post ‘Cycle Factor’ Can Predict Returns appeared first on West Loop Financial LLC.

]]> Anna Cieslak and Pavol Povala—authors of the paper “Expected Returns in Treasury Bonds,” which was published in the September 2015 issue of The Review of Financial Studies—examined the time variation in the risk premium that investors require for holding Treasury bonds.

While most of the authors’ analysis relies on data starting in 1971 (when data for bond maturities 10 years and longer became available), they also reproduced their main conclusions over the longer sample period from 1952 through 2011 (using maturities of one through five years).

Read the rest of the article on ETF.com.

The post ‘Cycle Factor’ Can Predict Returns appeared first on West Loop Financial LLC.

]]> https://www.westloopfinancial.com/2015/11/02/cycle-factor-can-predict-returns/feed/ 0