Similar Search Results

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Optimal investment with inside information and parameter uncertainty

Danilova, Albina; Monoyios, Michael; Ng, Andrew - In: Mathematics and financial economics 3 (2010) 1, pp. 13-38

Persistent link: https://www.econbiz.de/10003978398

Implication of the Kelly criterion for multi-dimensional processes

Lv, Yingdong; Meister, Bernhard K. - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 93-112

Persistent link: https://www.econbiz.de/10008860421

A behavioral approach to asset pricing

Shefrin, Hersh - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003686247

Optimal multiperiod asset allocation : matching assets to liabilities in a discrete model

Huang, Hong-chih - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 451-472

Persistent link: https://www.econbiz.de/10003981539

Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model

He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987

Persistent link: https://www.econbiz.de/10009573416

Investment strategies in the funded pillar of the Slovak pension system

Melicherčík, Igor; Szűcs, Gábor; Vilček, Igor - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10011341456

Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach

Fong, Wai-mun - In: The journal of behavioral finance : a publication of … 14 (2013) 1, pp. 42-52

Persistent link: https://www.econbiz.de/10009744996

The performance of model based option trading strategies

Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10009729949

Essays on behavioral portfolio management : theory and application

Singer, Nico - 2011

The aim of this dissertation is the behavioral portfolio selection problem in which risk is measured as the probability of shortfall. Using behavioral elements, such as mental accounting, and emotions and cognition, this dissertation investigates empirical issues related to behavioral asset...

Persistent link: https://www.econbiz.de/10009668052

1
2
3
4
5
6
7
8
9
10
Next
Last