Gary Antonacci

Portfolio Management Consultants

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 257

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Top 257

in Total Papers Downloads

53,353

CITATIONS

1

Ideas:
“  I'm currently working on quantitative and behavioral analysis of the sports wagering markets. See http://quantitativesports.com for more information.  ”

Scholarly Papers (4)

1.

Risk Premia Harvesting Through Dual Momentum

Journal of Management & Entrepreneurship, vol.2, no.1 (Mar 2017), 27-55
Number of pages: 37 Posted: 19 Apr 2012 Last Revised: 23 May 2017
Gary Antonacci
Portfolio Management Consultants
Downloads 28,579 (52)

Abstract:

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momentum, market anomalies, momentum strategies, momentum investing, trend following

2.

Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay

Number of pages: 33 Posted: 04 Apr 2013 Last Revised: 13 Jun 2015
Gary Antonacci
Portfolio Management Consultants
Downloads 24,576 (77)
Citation 1

Abstract:

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momentum, momentum investing, tactical asset allocation, technical analysis, trading rules

3.

Optimal Momentum: A Global Cross Asset Approach

Number of pages: 28 Posted: 10 May 2011 Last Revised: 17 Apr 2018
Gary Antonacci
Portfolio Management Consultants
Downloads 198 (144,448)

Abstract:

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momentum investing, global asset allocation, price momentum, asset allocation models, asset allocation portfolios, momentum trading, momentum, relative strength, GTAA, ETFs

4.

Combining Strategic and Tactical Asset Allocation

Posted: 17 Oct 2010 Last Revised: 22 Dec 2015
Gary Antonacci
Portfolio Management Consultants

Abstract:

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mean variance analysis, optimal portfolio, strategic asset allocation, market timing