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_tagrecords` [ RunTime:0.002752s ]
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SHOW FULL COLUMNS FROM `jrk_member` [ RunTime:0.001987s ]
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SHOW FULL COLUMNS FROM `jrk_searchrecords` [ RunTime:0.001877s ]
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SHOW FULL COLUMNS FROM `jrk_articles` [ RunTime:0.002519s ]
UPDATE `jrk_articles` SET `hits` = 1 WHERE `id` = 243589 [ RunTime:0.001279s ]
