Using a Z-score Approach to Combine Value and
Momentum in Tactical Asset Allocation
Peng Wang and Larry Kochard
The Journal of Wealth Management Summer 2012, 15 (1) 52-71; DOI: https://doi.org/10.3905/jwm.2012.15.1.052
Peng Wang
is a quantitative investment analyst at the Georgetown University Investment Office in Washington, DC.
Larry Kochard
is the chief executive officer at the University of Virginia Investment Management Company in Charlottesville, VA.
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In this issue
Using a Z-score Approach to Combine Value and
Momentum in Tactical Asset Allocation
Momentum in Tactical Asset Allocation
Peng Wang, Larry Kochard
The Journal of Wealth Management Apr 2012, 15 (1) 52-71; DOI: 10.3905/jwm.2012.15.1.052