Implementation of the paper "Momentum and Mean-Reversion in Strategic Asset Allocation" and "A SIMULATION APPROACH TO
DYNAMIC PORTFOLIO CHOICE WITH AN APPLICATION
TO LEARNING ABOUT RETURN PREDICTABILITY"
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SHOW FULL COLUMNS FROM `jrk_member` [ RunTime:0.001327s ]
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SHOW FULL COLUMNS FROM `jrk_searchrecords` [ RunTime:0.000912s ]
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SHOW FULL COLUMNS FROM `jrk_articles` [ RunTime:0.001226s ]
UPDATE `jrk_articles` SET `hits` = 2 WHERE `id` = 243589 [ RunTime:0.019127s ]
