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Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67
Persistent link: https://www.econbiz.de/10010201509
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Forecasting returns in the VIX futures market
Taylor, Nicholas - In: International journal of forecasting 35 (2019) 4, pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
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An empirical investigation of market timing behavior : evidence from Indian IPOs
Mayur, Manas - In: Investment management and financial innovations 13 (2016) 3, pp. 84-92
Persistent link: https://www.econbiz.de/10011666605
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Management compensation and market timing under portfolio constraints
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of Economic Dynamics and Control 36 (2012) 10, pp. 1600-1625
This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. In particular, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design arises as an alternative effort inducement...
Persistent link: https://www.econbiz.de/10011051975