Market timing in multi-asset
27 papers on market timing in multi-asset as a systematic trading strategy. Market timing papers on several asset classes at once: 27 of the 80 in market timing and tactical asset allocation. The most cited is Global Tactical Asset Allocation (2005).
Papers272005–2026
Share of the family34 %27 of 80
| cited by | method | ||
|---|---|---|---|
| Global Tactical Asset Allocation by Dahlquist and Harvey | 45 | 2005 | |
| Deep Learning for Global Tactical Asset Allocation by Chakravorty et al. | 16 | Neural networks +1 | 2018 |
| Using a Z-score Approach to Combine Value and Momentum in Tactical Asset Allocation by Wang and Kochard | 12 | 2019 | |
| The Real-Life Performance of Market Timing with Moving Average and Time-Series Momentum Rules by Zakamulin | 9 | 2013 | |
| Strategic and Tactical Asset Allocation in the Presence of Sampling Error by Christie | 6 | 2005 | |
| A Risk Based Approach to Tactical Asset Allocation by Colucci and Brandolini | 5 | 2011 | |
| Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be? by Louton et al. | 3 | 2015 | |
| Tactical Asset Allocation Using Relative Strength by Lewis | 2 | 2012 | |
| Asset Allocation & the Global Financial Crisis: The Standard Case for the 50/50 Balanced Account and the Follow the Fed® Investment Strategies by Roberts | 1 | 2015 | |
| Quantitative Tactical Asset Allocation Using Ensemble Machine Learning Methods by Oflus | 1 | Tree ensembles +1 | 2014 |
| Using a Value at Risk Approach to Enhance Tactical Asset Allocation by Okunev | 1 | 2006 | |
| A Causal Regime-Risk-Stability Framework for Global Tactical Asset Allocation by Bailer | 0 | 2026 | |
| A Unified Theory of Strategic and Tactical Asset Allocation by Alonso | 0 | State-space models +1 | 2026 |
| Beyond Binary: A Ternary Regime Framework for Tactical Asset Allocation by Richman | 0 | 2026 | |
| Pragmatic Asset Allocation Model for Semi-Active Investors by Vojtko and Javorská | 0 | 2024 | |
| The Performance of Asset Allocation Mutual Funds by Yin et al. | 0 | 2024 | |
| Bayesian Portfolio Selection: Application to Tactical Asset Allocation by Simaan | 0 | Bayesian | 2021 |
| Credit-Informed Tactical Asset Allocation - 10 Years On by Klein | 0 | 2021 | |
| Developing an Effective Dynamic Beta Overlay by Xu and Muralidhar | 0 | 2018 | |
| VIX Futures As a Market Timing Indicator by Fassas and Hourvouliades | 0 | 2018 | |
| MOFA™ Asset Allocation Strategies: Using Strategic Asset Allocation to Enhance Investment Returns and to Reduce Risk by Roberts | 0 | 2015 | |
| The Global Financial Crisis and the Case for MOFA™ Strategic Asset Allocation by Roberts | 0 | 2015 | |
| Analysing the Effects of Tactical Overlays on Equal-Weighted and (Min CVAR) Equal Risk-Weighted Portfolios by Umapathy | 0 | 2013 | |
| Risk vs Trend Driven Global Tactical Asset Allocation by Guilleminot et al. | 0 | 2013 | |
| Empirical Asset Pricing for Tactical Asset Allocation by Rush | 0 | 2012 | |
| Long-Term Tactical Asset Allocation by Guo | 0 | 2010 | |
| Mixed Tactical Asset Allocation | Mathematical derivation | 2005 |
Papers on market timing in multi-asset from other families
1 paper| filed under | ||
|---|---|---|
| Tactical Asset Allocation with Macroeconomic Regime Detection by Oliveira et al. | Macro signals and regime strategies | 2025 |