Timing and Sizing Skills of Systematic Strategies across Time and Economic Regimes
S Browne, A Farmakas, S Mesomeris… - The Journal of …, 2023 - pm-research.com
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Portfolio Management Research Logo Main navigation Topics All Topics Portfolio Management …
Portfolio Management Research Logo Main navigation Topics All Topics Portfolio Management …
Gains and Losses Revisited: Skill Detection and Similarity Assessment
S Browne - The Journal of Financial Data Science, 2022 - jfds.pm-research.com
The article develops an analytical framework that enables investors who use gain-and loss-
based performance measures to evaluate and compare investment strategies or managers …
based performance measures to evaluate and compare investment strategies or managers …
The parables, premium puzzles, and the CAPM
HJ Lin, DC VanderLinden - Managerial Finance, 2006 - emerald.com
Purpose–The purpose of this paper is to ascertain whether religions parables are relevant to
finance. Design/methodology/approach–In the Gospel, one may find parallels to the capital …
finance. Design/methodology/approach–In the Gospel, one may find parallels to the capital …
[PDF][PDF] Modeling of Dividend Policy Determinants
EI Kadochnikova, GI Lisogor - Turkish Online Journal of Design, Art and …, 2017 - tojdac.org
The article reflects the features of dividend payments in large domestic companies. This
implies the need to use econometric models to measure the quantitative and qualitative …
implies the need to use econometric models to measure the quantitative and qualitative …
Enhancing returns on yen: minimizing risk reversal costs
D VanderLinden, K Nikolov - Applied Financial Economics, 2005 - Taylor & Francis
Cash managers and other investors with excess Japanese yen could choose to invest in
dollars and to use zero-cost currency options collars (or risk reversals) to limit fluctuations in …
dollars and to use zero-cost currency options collars (or risk reversals) to limit fluctuations in …
Explaining Diversification with Gain and Loss
MS Rozeff, PF O'Connor - Available at SSRN 308325, 2002 - papers.ssrn.com
This paper shows how to explain diversification using gain and loss. The gain-loss approach
focuses on the cancellation of returns that occurs as stocks enter a portfolio. Simple algebra …
focuses on the cancellation of returns that occurs as stocks enter a portfolio. Simple algebra …