Momentum and Mean Reversion in Strategic Asset Allocation
| Year of publication: |
2009
|
|---|---|
| Authors: | Koijen, Ralph S.J. ; RodrÃguez, Juan Carlos ; Sbuelz, Alessandro |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 55.2009, 7, p. 1199-1213
|