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Global Tactical Asset Allocation · Study

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PreprintGlobal Tactical Asset Allocation

Magnus Dahlquist2005

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Preprintgreen2005

Global Tactical Asset Allocation

Magnus Dahlquist · Campbell R. Harvey

45 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stock Market Forecasting Methods Risk and Portfolio Optimization

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1952PORTFOLIO SELECTION*1991Efficient Capital Markets: II 1989Business conditions and expected returns on stocks and bonds 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 1972Capital Market Equilibrium with Restricted Borrowing 1988Permanent and Temporary Components of Stock Prices

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2008How do commodity futures respond to macroeconomic news?2003The determinants of stock returns in a small open economy 2004Predicting Stock Returns in the Developing Markets of Eastern Europe 2005Sector Integration and the Benefits of Global Diversification

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Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations45

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.795376

openalex_workW2115006492

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