sprasadhpy/Crowded-trades-Sector-rotation sprasadhpy/Crowded-trades-Sector-rotation

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sprasadhpy/Crowded-trades-Sector-rotation
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Repository Details

Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timing. The Journal of Portfolio Management, 45(5), 46-57.

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