"Momentum and Mean Reversion in Strategic Asset Allocation."

Ralph S. J. Koijen, Juan Carlos Rodríguez, Alessandro Sbuelz (2009)

Details and statistics

DOI: 10.1287/MNSC.1090.1006

access: closed

type: Journal Article

metadata version: 2021-10-14

a service of  Schloss Dagstuhl - Leibniz Center for Informatics