Sandro Braun

Independent

No Address Available

SCHOLARLY PAPERS

2

DOWNLOADS

498

CITATIONS

0

Scholarly Papers (2)

1.

Business Cycle Clustering and Asset Returns

Number of pages: 18 Posted: 28 Aug 2018
Sandro Braun and Samuel Manser
Independent and Swiss Institute of Banking and Finance
Downloads 397 (73,004)

Abstract:

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business cycle, clustering, macroeconomic data, recessions, asset allocation timing

2.

Finding Value in Momentum

Number of pages: 28 Posted: 25 Jan 2019 Last Revised: 21 Feb 2019
Sandro Braun and Marco Högger
Independent and Independent
Downloads 101 (262,005)

Abstract:

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momentum, reversal, risk premium, value premium, fixed income, trading signal