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Persistent link: https://www.econbiz.de/10012063436

Mean-Variance Market Timing the U.S. Stock Market

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While recently the after-cost profits of many anomalies are close to zero, investing according to the Mean-Variance (MV) criterion has never been so rewarding. The Global Minimum Variance Portfolio is the simplest option to profitably gain exposure to the market by timing stock covariances....

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Large scale mean-variance strategies in the U.S. stock market

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Return volatility, predictability and dynamic relationships in the stock markets of the member countries of the Organization of Islamic Conference

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Rational speculative bubbles : an empirical investigation of the Middle East and North African (MENA) stock markets

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Efficiency of Bangladesh stock market : evidence from monthly index and individual firm data

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Islam and speculation in the stock exchange

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Rational speculative bubbles in MENA stock markets

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Time-varying volatility and equity returns in Bangladesh stock market

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Price discovery process in the emerging sovereign CDS and equity markets

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