Predictive blends : Fundamental Indexing meets Markowitz
Year of publication: |
2019
|
---|---|
Authors: | Pysarenko, Serhiy ; Alexeev, Vitali ; Tapon, Francis |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 100.2019, p. 28-42
|
Subject: | Blended portfolio | Buffett indicator | Equities | Forecast averaging | Fundamental Indexing | Market timing | Portfolio optimization | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Index | Index number | Aktienmarkt | Stock market |
-
What is value in an equity market?
Suen, Michael, (2017)
-
LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi, (2016)
-
Role of the global volatility indices in predicting the volatility index of the Indian economy
Prasad, Akhilesh, (2022)
- More ...
-
Testing weak form efficiency on the Toronto Stock Exchange
Alexeev, Vitali, (2010)
-
Testing weak form efficiency on the Toronto stock exchange
Alexeev, Vitali, (2011)
-
What Australian investors need to know to diversify their portfolios
Alexeev, Vitali, (2014)
- More ...