Researchers and practitioners have devoted considerable attention to devising market-
timing strategies as potential value-enhancement tools. The success of such active or …

We examine the effectiveness of the market volatility index (VIX) provided by the Chicago
Board Options Exchange in timing shifts for style asset allocation. The findings of Copeland …

We study style rotation fea-sibility utilizing two new indicators. These indicators are sample
entropy (SaEn) and approximate entropy (ApEn) calculated from the CBOE Volatility Index …

We examine the effectiveness of entropy analytics for stock market timing. The objective
behind the study is to develop and facilitate market timing procedure by introducing a …

We explore the effectiveness of rebalancing approaches by examining the performance of
both time-based and various asset-level-based triggers using equally weighted portfolios …

This paper revisits the problem of tactical asset allocation which consists in predicting which
of bonds or stocks will perform better over the next period. A multivariate dichotomic …

This article examines the performance of Tactical Stock Allocation, which is based on
anomalous behavior of stocks. Specifically, it uses the Fama and French [1993] Small-Minus …

Literature suggests that traders and investors in financial markets perceive changes in
expected market volatility represented by the implied volatility index such as the VIX for …

Portfolio management is the art and science of modifying the asset allocation of a financial
portfolio in response to and/or in anticipation of market conditions and dynamics of financial …

Kurumlar ve bireyler hisse senetlerine yatırım yaparak kar elde etmeyi amaçlarlar. Hisse
senedi piyasasında kar elde etmek adına gelecekte gerçekleşecek olan fiyat hareketlerini …