AQR paper on 60/40 with tail hedging, put buying and trend. Sheep (enhance rebal 60/40), Snake (Trend/Momo), Hawk (tail risk), Zee Puts (market tim
AQR paper on 60/40 with tail hedging, put buying and trend. Sheep (enhance rebal 60/40), Snake (Trend/Momo), Hawk (tail risk), Zee Puts (market tim