Market timing and risk reduction
PE Pfeifer - Journal of financial and quantitative analysis, 1985 - cambridge.org
This paper addresses both how best to incorporate forecasts of future excess market returns
into a market-timing strategy and what additional return to expect as a consequence. In …
into a market-timing strategy and what additional return to expect as a consequence. In …
Bubbles, theory, and market timing
H Bierman - Journal of Portfolio Management, 1995 - search.proquest.com
A bubble exists when the market price is larger than the market fundamentals can justify. It is
argued that one cannot be sure of the market fundamentals. Because they are not directly …
argued that one cannot be sure of the market fundamentals. Because they are not directly …
Potential gains from global market timing involving three or more markets
W Li, K Lam - Intelligent Data Engineering and Automated Learning …, 2003 - Springer
In this paper we evaluate the potential gains from international market timing. Empirical
results show that the potential gain decreases as transaction cost increases and increases …
results show that the potential gain decreases as transaction cost increases and increases …
[BOOK][B] Likely Gains from International Market Timing
W Li, K Lam - 2004 - researchgate.net
In this paper we evaluate the likely gains from international market timing. By participating in
one foreign country other than the home country, investors who can time the market perfectly …
one foreign country other than the home country, investors who can time the market perfectly …
[CITATION][C] Portfolio Selection under Directional Predictability of Returns
J Hämäläinen - 2014 - Working Paper