Looking for synergy with momentum in main asset classes

Article English OPEN
Macijauskas, Lukas; Maditinos, Dimitrios I.;
(2014)
  • Publisher: University of Piraeus. International Strategic Management Association
  • Subject: Asset allocation | Investments -- Accounting | Behavioral Finance, Momentum Investing, Asset Classes, Strategy, Tactical Asset Allocation, Methods | Assets (Accounting) | Risk-return relationships
    • jel: jel:G11 | jel:G15 | jel:G14 | jel:G02

As during turbulent market conditions correlations between main asset-classes falter, classical asset management concepts seem unreliable. This problem stimulates search for non-discretionary asset allocation methods. The aim of the paper is to test weather the concept ... View more
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