Using a Z-score approach to combine value and momentum in tactical asset allocation
Year of publication: |
2012
|
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Authors: | Wang, Peng ; Kochard, Larry |
Published in: |
The journal of wealth management. - New York, NY : Pageant Media Ltd., ISSN 1534-7524, ZDB-ID 2090078-8. - Vol. 15.2012/13, 1, p. 52-71
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Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | Anlageverhalten | Behavioural finance | Theorie | Theory | Risikomaß | Risk measure |
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