Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
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References listed on IDEAS
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More about this item
KeywordsGTAA; global asset allocation; momentum; value effect;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G3 - Financial Economics - - Corporate Finance and Governance
- M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
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