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Market timing, investment, and risk management

Bolton, Patrick; Chen, Hui; Wang, Neng - In: Journal of financial economics 109 (2013) 1, pp. 40-62

Persistent link: https://www.econbiz.de/10009764320

The real-life performance of market timing with moving average and time-series momentum rules

Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278

Persistent link: https://www.econbiz.de/10010476240

Debt-equity choices, R&D investment and market timing

Lewis, Craig M.; Tan, Yongxian - In: Journal of financial economics 119 (2016) 3, pp. 599-610

Persistent link: https://www.econbiz.de/10011589959

Performance measurement with selectivity, market and volatility timing

Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110

Persistent link: https://www.econbiz.de/10011590678

Exploiting uncertainty with market timing in corporate bond markets

Bektic, Demir; Regele, Tobias - In: The journal of asset management 19 (2018) 2, pp. 79-92

Persistent link: https://www.econbiz.de/10011847661

Should long-term investors time volatility?

Moreira, Alan; Muir, Tyler - In: Journal of financial economics 131 (2019) 3, pp. 507-527

Persistent link: https://www.econbiz.de/10012133012

Categorical forecasts and non-categorical loss functions

Bürgi, Constantin; Boumans, Dorine - 2020

This paper introduces a new test of the predictive performance and market timing for categorical forecasts based on contingency tables when the user has non-categorical loss functions. For example, a user might be interested in the return of an underlying variable instead of just the direction....

Persistent link: https://www.econbiz.de/10012212847