Sentences with phrase «strategy crash protection»
Does an asset class breadth rule work better than a class - by - class exclusion rule for momentum strategy crash protection?
https://www.cxoadvisory.com/ Not exact matches
In their April 2016 paper entitled «Protective Asset Allocation (PAA): A Simple Momentum - Based Alternative for Term Deposits», Wouter Keller and Jan Willem Keuning examine a multi-class, dual - momentum portfolio allocation strategy with crash protection based on multi-market breadth.