Tactical Asset Allocation: Can It Work?
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References listed on IDEAS
- Umstead, David A, 1977. "Forecasting Stock Market Prices," Journal of Finance, American Finance Association, vol. 32(2), pages 427-441, May.
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Cited by:
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"Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model,"
Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 205-232.
- Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014. "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper 56965, University Library of Munich, Germany.
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