TrendFolios: A Portfolio Construction Framework for Utilizing Momentum and Trend-Following In a Multi-Asset Portfolio
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arXiv
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| Main Authors: | Lu, Joseph, Rojas, Randall R, Yeung, Fiona C., Convery, Patrick D. |
|---|---|
| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | |
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