1

Timing the Market with a Combination of Moving Averages

Year:
2016
Language:
english
File:
PDF, 1.31 MB
english, 2016
2

Market Timing With Moving Averages

Year:
2015
Language:
english
File:
PDF, 312 KB
english, 2015
3

Tangent portfolio weights without explicitly specified expected returns

Year:
2014
Language:
english
File:
PDF, 424 KB
english, 2014
6

Absence of Arbitrage Valuation || Discounted Cash Flow Valuation

Year:
2014
Language:
english
File:
PDF, 390 KB
english, 2014
8

Maximizing excess return per unit variance: A novel investment management objective

Year:
2016
Language:
english
File:
PDF, 1010 KB
english, 2016
9

An Exact Test of the Improvement of the Minimum Variance Portfolio

Year:
2018
Language:
english
File:
PDF, 497 KB
english, 2018
11

Measuring the economic significance of mean-variance spanning

Year:
2009
Language:
english
File:
PDF, 292 KB
english, 2009
14

RAFI®replication: Easier done than said?

Year:
2012
Language:
english
File:
PDF, 206 KB
english, 2012
15

Benchmark replication portfolio strategies

Year:
2013
Language:
english
File:
PDF, 148 KB
english, 2013
16

Market Timing with Moving Averages

Year:
2013
Language:
english
File:
PDF, 570 KB
english, 2013
17

Market Timing with Moving Averages

Year:
2012
Language:
english
File:
PDF, 532 KB
english, 2012
18

The Market Timing Power of Moving Averages: Evidence from US REIT Indexes

Year:
2012
Language:
english
File:
PDF, 423 KB
english, 2012
19

Measuring the Economic Significance of Mean-Variance Spanning

Year:
2004
Language:
english
File:
PDF, 273 KB
english, 2004
20

Another Test of the Efficiency of a Given Portfolio

Year:
2015
Language:
english
File:
PDF, 403 KB
english, 2015
22

A Dynamic Asset Pricing Model with Time-Varying Idiosyncratic Risk

Year:
2004
Language:
english
File:
PDF, 368 KB
english, 2004
24

Market Timing with Moving Averages

Year:
2012
Language:
english
File:
PDF, 531 KB
english, 2012