A quantitative approach to Faber's tactical asset allocation
Year of publication: |
2013
|
---|---|
Authors: | Marmi, Stefano ; Pacati, Claudio ; Renò, Roberto ; Risso, Wiston Adrián |
Published in: |
International Journal of Computational Economics and Econometrics. - Inderscience Enterprises Ltd, ISSN 1757-1170. - Vol. 3.2013, 1/2, p. 91-101
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | portfolio management | bootstrap | market efficiency | Faber | tactical asset allocation | performance evaluation | trading strategies |
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