Asset allocation with time series momentum and reversal (Q1657387)
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scientific article; zbMATH DE number 6916959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation with time series momentum and reversal |
scientific article; zbMATH DE number 6916959 |
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Asset allocation with time series momentum and reversal (English)
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13 August 2018
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momentum
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reversal
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optimal asset allocation
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performance
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