Gary Antonacci

Portfolio Management Consultants

#543-1755 Robson Street

Vancouver, British Columbia V6G3B7

Canada

http://optimalmomentum.com

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 298

SSRN RANKINGS

Top 298

in Total Papers Downloads

43,162

CITATIONS

1

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 16,277 (60)

Abstract:

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 12,882 (81)
Citation 1

Abstract:

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

3.

Optimal Momentum: A Global Cross Asset Approach

Posted: 10 May 2011 Last Revised: 22 Mar 2017
Gary Antonacci
Portfolio Management Consultants

Abstract:

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:

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