Pages that link to "Item:Q1657387"
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The following pages link to Asset allocation with time series momentum and reversal (Q1657387):
Displayed 8 items.
- Nonlinear effect of sentiment on momentum (Q2054839) (← links)
- Momentum and the cross-section of stock volatility (Q2102873) (← links)
- Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- Time to build and bond risk premia (Q5918628) (← links)
- Time to build and bond risk premia (Q5919142) (← links)