Moving Average timing of Fama French (25) International Portfolios
Feb 14, 2025Timing the Fama French (25) International Size and Book to Market portfolios. In each of the U.S., Developed (ex. U.S.), Asia Pacific (ex Japan), Japan, and Europe markets. Find that the moving average provides an improvement in the Alphas in most of the portfolios with a statistically significant improvement in the U.S.
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