Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10009551723
Persistent link: https://www.econbiz.de/10012208382
We present several active strategies for combining value and momentum strategies in a tactical asset allocation (TAA) framework. We refine the basic yield approach to valuation by standardizing the value signal using the Z-score. Such standardization not only enables us to directly compare...
Persistent link: https://www.econbiz.de/10012905984
Persistent link: https://www.econbiz.de/10011663298
Persistent link: https://www.econbiz.de/10014463196