On the Expected Performance of Market
Timing Strategies
Winfried G. Hallerbach
The Journal of Portfolio Management Summer 2014, 40 (4) 42-51; DOI: https://doi.org/10.3905/jpm.2014.40.4.042
Winfried G. Hallerbach
is a senior researcher at Quantitative Strategies, Robeco Investment Management, in Rotterdam, The Netherlands.
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On the Expected Performance of Market
Timing Strategies
Timing Strategies
Winfried G. Hallerbach
The Journal of Portfolio Management Jul 2014, 40 (4) 42-51; DOI: 10.3905/jpm.2014.40.4.042