Reducing drawdowns and volatility with momentum-based tactical asset allocation

Additional Metadata
Keywords	time series momentum, cross-sectional momentum, tactical asset allocation, drawdowns
Thesis Advisor	Verbeek, Marno, Jansen, Jeroen
Persistent URL	hdl.handle.net/2105/46848
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Siegwart, Adrian. (2019, January 17). Reducing drawdowns and volatility with momentum-based tactical asset allocation. Finance & Investments. Retrieved from http://hdl.handle.net/2105/46848

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