Asset allocation with time series momentum and reversal (Q1657387): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2018.02.004
@@ Property / DOI: 10.1016/j.jedc.2018.02.004 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2589169537
@@ Property / OpenAlex ID: W2589169537 / rank @@
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@@ Property / cites work @@
+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Maximum principle for the stochastic optimal control problem with delay and application
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@@ Property / cites work @@
+The dynamics of speculative behaviour
@@ Property / cites work: The dynamics of speculative behaviour / rank @@
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@@ Property / cites work @@
+An evolutionary CAPM under heterogeneous beliefs
@@ Property / cites work: An evolutionary CAPM under heterogeneous beliefs / rank @@
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@@ Property / cites work @@
+A dynamic analysis of moving average rules
@@ Property / cites work: A dynamic analysis of moving average rules / rank @@
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@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A variational problem arising in financial economics
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+Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
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@@ Property / cites work @@
+Momentum and Mean Reversion in Strategic Asset Allocation
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@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2018.02.004
@@ Property / DOI: 10.1016/J.JEDC.2018.02.004 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1657387