A Century of Generalized Momentum; From Flexible Asset Allocations (FAA) to Elastic Asset Allocation (EAA)

By Wouter J. Keller, Adam P. Butler. 2014

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Sang Il Lee
2. Seong Joon Yoo
3. Omer Berat Sezer
4. A. Ozbayoglu
5. M. Ugur Gudelek
6. Sima Siami‐Namini

Citations in the corpus

• Threshold-based portfolio: the role of the threshold and its applications (2017, background): “Additionally, dynamic/tactical asset allocations based on simple rules or market anomalies were developed to automatically adjust portfolios in response to market changes [25, 26, 27, 28].”