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market return portfolio strategy currency stock result country period table month value momentum journal sample index pension performance model equity exchange frontier finance ratio investment trading effect timing investor frontier markets information pension plans prphqwxp sharpe / journal correlation factor panel number chartist analysis currency markets equally-weighted t-value inflation-linked bonds inflation-linked management asset transaction diversification volatility figure world sample period money sharpe ratios sharpe ratio interest skill market currencies manager transaction costs report momentum strategies signal dividend trading rules weight equity markets exchange rates exposure vwrfnv level dollar latvian evidence 0.00 research inflation spanish