Enhanced Portfolio Performance Using a Momentum Approach to Annual Rebalancing
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References listed on IDEAS
- Cheng, Pao Lun, 1971. "Efficient Portfolio Selections beyond the Markowitz Frontier," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1207-1234, December.
- Hubert Dichtl & Wolfgang Drobetz & Martin Wambach, 2016. "Testing rebalancing strategies for stock-bond portfolios across different asset allocations," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 772-788, February.
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- Sherif, Mohamed & Chen, Jiaqi, 2019. "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, vol. 51(5).
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Keywords
rebalancing; momentum; portfolio performance; asset allocation;All these keywords.
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