The value of stop-loss, stop-gain strategies in dynamic asset allocation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/s41260-016-0010-y.pdf
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3. Clarke, R., De Silva, H. and Thorley, S. (2006) Minimum-variance portfolios in the US equity market. The Journal of Portfolio Management 33(1): 10–24.
4. Conrad, J. and Kaul, G. (1988) Time-variation in expected returns. Journal of business 61: 409–425.
5. De Bondt, W.F. and Thaler, R.H. (1987) Further evidence on investor overreaction and stock market seasonality. The Journal of Finance 42(3): 557–581.
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