Momentum and Mean Reversion in Strategic Asset Allocation
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Publication:3117844
DOI10.1287/mnsc.1090.1006zbMath1232.91626OpenAlexW3125090286MaRDI QIDQ3117844
Ralph S. J. Koijen, Alessandro Sbuelz, Juan Carlos Rodríguez
Publication date: 1 March 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b8bd66b6d840a62145e1a6006023ced6b0d94eb5
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