Pages that link to "Item:Q3117844"
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The following pages link to Momentum and Mean Reversion in Strategic Asset Allocation (Q3117844):
Displaying 15 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Portfolio symmetry and momentum (Q635190) (← links)
- Quantile momentum (Q660056) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- Reaching nirvana with a defaultable asset? (Q1693840) (← links)
- Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
- Momentum and reversal in financial markets with persistent heterogeneity (Q2292037) (← links)
- Strategic asset allocation and market timing: a reinforcement learning approach (Q2642598) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- A Stylized Model for Long-Run Index Return Dynamics (Q4555250) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Optimal Dynamic Momentum Strategies (Q5106353) (← links)
- EMA-type trading strategies maximize utility under partial information (Q6105379) (← links)
- Analysts' underreaction and momentum strategies (Q6106625) (← links)