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Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2019
Persistent link: https://www.econbiz.de/10012223797
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Bank window dressing : a re-assessment and a puzzle
Yang, Shanshan; Shaffer, Sherrill - 2010
Persistent link: https://www.econbiz.de/10003978253
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An application of models of speculative behaviour to oil prices
Shi, Shu-ping; Arora, Vipin - 2011
We estimate three different models of speculative behaviour using oil price data. There are two major results: (i) The three-regime model of Brooks and Katsaris (2005) and a three-regime variant of van Norden and Schaller (2002) fit the oil price data reasonably well; and (ii) Both models show...
Persistent link: https://www.econbiz.de/10009153468
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A heterogenous agent foundation for tests of asset price bubbles
Arora, Vipin; Shi, Shuping - 2013
Persistent link: https://www.econbiz.de/10009773729
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The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2013
Persistent link: https://www.econbiz.de/10009744147
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Information immobility, industry concentration, and institutional investor's performance
Fedenia, Mark; Shaffer, Sherrill; Skiba, Hilla - 2012
Persistent link: https://www.econbiz.de/10009562426
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Investor sentiment, volatility and cross-market illiquidity dynamics : a threshold vector autoregression approach
Qi, Lin - 2022
Persistent link: https://www.econbiz.de/10013184159
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Symmetric information bubbles : experimental evidence
Asako, Yasushi; Fubaki, Yukihiko; Ueda, Kozo; Uto, Nobuyuki - 2017
Persistent link: https://www.econbiz.de/10011748507
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Means-tested income support, portfolio choice and decumulation in retirement
Thorp, Susan; Hulley, Hardy; McKibbin, Rebecca; … - 2009
Persistent link: https://www.econbiz.de/10003882167
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The elephant in the ground : managing oil and sovereign wealth
Bremer, Ton S. van den; Ploeg, Frederick van der; … - 2014
Persistent link: https://www.econbiz.de/10011341977