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Structural breaks and portfolio performance in global equity markets

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  • Harry J. Turtle
  • Chengping Zhang

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  • Harry J. Turtle & Chengping Zhang, 2015. "Structural breaks and portfolio performance in global equity markets," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 909-922, June.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:6:p:909-922
    DOI: 10.1080/14697688.2014.916411
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    1. Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018. "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 116-132, March.

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