Gauging the effectiveness of sector rotation strategies : evidence from the USA and Europe
Year of publication: |
2020
|
---|---|
Authors: | Alexiou, Constantinos ; Tyagi, Anshul |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 3, p. 239-260
|
Subject: | Sector rotation | Fama-French | Momentum | Interest rate | Business cycles | USA | United States | EU-Staaten | EU countries | Konjunktur | Business cycle | Zins | Europa | Europe |
-
Vega-Gutierrez, Pedro Luis, (2021)
-
Europas Wirtschaft unter Anpassungszwang
Giersch, Herbert, (1986)
-
The importance of sector constraints : invited editorial
Wyatt, Jeanie, (2014)
- More ...
-
Lubis, Alexander, (2019)
-
Equity incentive schemes, investor protection and corporate performance
Su, Zili, (2019)
-
Untangling the nonlinear “knots” of UK’s housing prices
Alexiou, Constantinos, (2019)
- More ...