Larry Kochard

affiliation not provided to SSRN

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Using a Z-score Approach to Combine Value and Momentum in Tactical Asset Allocation

Number of pages: 42 Posted: 17 Dec 2010 Last Revised: 15 Mar 2012
Peng Wang and Larry Kochard
TIAA Institute - Covariance Capital Management and affiliation not provided to SSRN
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Abstract:

Value, Momentum, Tactical Asset Allocation, Dynamic Asset Allocation, TAA, Asset Classes, Z Score