Annuities Pilot

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(1) Faber, Mebane T., "A Quantitative Approach to Tactical Asset Allocation". The Journal of Wealth Management, Spring 2007.


(2) Asness, Clifford S., Tobias J. Moskowitz, and Lasse Heje Pedersen. 2010. “Value and Momentum Everywhere.” American Finance Association 2010 Atlanta Meetings Paper.


(3) Bryan, Alex. "Does Momentum Investing Actually Work?" Morningstar 2010.


(4) Strauts, Timothy, "Momentum Investing With ETFs" Morningstar 2013.


(5) Carhart, Mark M. 1997. “On Persistence in Mutual Fund Performance.” Journal of Finance, vol. 52, no. 1 (March):57–82.


(6) Griffin, John M., Xiuqing Ji, and J. Spencer Martin. "Global Momentum Strategies: A Portfolio Perspective." Journal of Portfolio Management, Winter 2005 vol. 31 no. 2 :23–39.


(7) Fama, Eugene F., and Kenneth R. French. 2011. "Size, Value, and Momentum in International Stock Returns." Fama–Miller Working Paper; Tuck School of Business Working Paper No. 2011-85; Chicago Booth Research Paper No. 11-10.


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