Jan Willem Keuning

TrendXplorer

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 1,657

SSRN RANKINGS

Top 1,657

in Total Papers Downloads

32,735

SSRN CITATIONS

4

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits

Number of pages: 24 Posted: 08 Apr 2016 Last Revised: 13 Apr 2016
Wouter J. Keller and Jan Willem Keuning
VU University Amsterdam and TrendXplorer
Downloads 11,399 (827)
Citation 5

Abstract:

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Absolute return, protective momentum, dual absolute and relative momentum, 60/40, SMA, FAA, TAA

2.

Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less

Number of pages: 37 Posted: 19 Jul 2017
Wouter J. Keller and Jan Willem Keuning
VU University Amsterdam and TrendXplorer
Downloads 10,422 (968)
Citation 5

Abstract:

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Breadth Momentum, Drawdown, Protective Momentum, Dual Momentum, Absolute and Relative Momentum, Crash Protection, Backtesting, Datasnooping, 60/40, VAA, PAA, TAA

3.

Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA)

Number of pages: 29 Posted: 01 Aug 2018 Last Revised: 07 Sep 2021
Wouter J. Keller and Jan Willem Keuning
VU University Amsterdam and TrendXplorer
Downloads 7,498 (1,695)
Citation 2

Abstract:

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Breadth Momentum, Drawdown, Vigilant Momentum, Dual Momentum, Absolute and Relative Momentum, Crash Protection, Backtesting, Datasnooping, DAA, VAA, PAA, TAA

Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA)

Number of pages: 15 Posted: 03 Feb 2023 Last Revised: 13 Apr 2023
Wouter J. Keller and Jan Willem Keuning
VU University Amsterdam and TrendXplorer
Downloads 3,342 (6,584)

Abstract:

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Rising Yields, Inflation, Canary Universe, Dual Momentum, Absolute and Relative Momentum, Crash Protection, Backtesting, 60/40, PAA, VAA, DAA, BAA

Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA)

Number of pages: 15 Posted: 03 Feb 2023
Wouter J. Keller and Jan Willem Keuning
VU University Amsterdam and TrendXplorer
Downloads 74 (589,870)

Abstract:

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Rising Yields, Inflation, Canary Universe, Dual Momentum, Absolute and Relative Momentum, Crash Protection, Backtesting, 60/40, PAA, VAA, DAA, BAA