Successful Defined Contribution Investment Design -- Disclosure -- Contents -- Acknowledgments -- Introduction -- How This Book Is Organized-and How to Use It -- A Continuing Commitment to Meet the Need for Information -- Why Should You Read This Book? -- Part One DC Plans: A Cornerstone of...

The presence of time series momentum effect has been widely documented in the financial markets across asset classes and countries. We find a predictable pattern of the realized semi-variance to the future individual asset return, especially during the stressed states of time series momentum...