@article {Sassetti59, author = {Paolo Sassetti and Massimiliano Tani}, title = {Dynamic Asset Allocation Using Systematic Sector Rotation}, volume = {8}, number = {4}, pages = {59--70}, year = {2006}, doi = {10.3905/jwm.2006.614437}, publisher = {Institutional Investor Journals Umbrella}, abstract = {The authors build on the insight that sectors perform differently from, and to a certain extent independently of, each other over the phases of the economic cycle to test heuristic investment rules of systematic sector rotation. Using 3 simple market-timing techniques on 41 funds of the Fidelity Select Sector family over the period January 1998{\textendash}September 2003, the authors{\textquoteright} approach always outperforms market returns.TOPICS: Mutual funds/passive investing/indexing, portfolio construction, security analysis and valuation, performance measurement}, issn = {1534-7524}, URL = {https://jwm.pm-research.com/content/8/4/59}, eprint = {https://jwm.pm-research.com/content/8/4/59.full.pdf}, journal = {The Journal of Wealth Management} }