Quantitative or momentum-based multi-style rotation? : UK experience
Year of publication: |
2009
|
---|---|
Authors: | Clare, Andrew D. ; Sapuric, Svetlana ; Todorovic, Natasa |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 6, p. 370-381
|
Subject: | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Aktienindex | Stock index | Großbritannien | United Kingdom |
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