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The rise and fall of technical trading rule success

Taylor, Nicholas - In: Journal of banking & finance 40 (2014), pp. 286-302

Persistent link: https://www.econbiz.de/10010402188

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

Risk control : who cares?

Taylor, Nicholas - In: European financial management : the journal of the … 23 (2017) 1, pp. 153-179

Persistent link: https://www.econbiz.de/10011713430

A formula for the economic value of return predictability

Taylor, Nicholas - In: The European journal of finance 19 (2013) 1/2, pp. 37-53

Persistent link: https://www.econbiz.de/10009733303

Managed portfolio performance and transaction costs

Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 272-280

Persistent link: https://www.econbiz.de/10010506781

The determinants of bank risks : evidence from the recent financial crisis

Leung, W.S.; Taylor, Nicholas; Evans, Kevin P. - In: Journal of international financial markets, … 34 (2015), pp. 277-293

Persistent link: https://www.econbiz.de/10011474607

Estimating private information usage amongst analysts : evidence from UK earnings forecasts

Mira, Svetlana; Taylor, Nicholas - In: Journal of forecasting 30 (2011) 8, pp. 679-705

Persistent link: https://www.econbiz.de/10009423367

Portfolio Return Prediction and Risk Price Heterogeneity

Taylor, Nicholas - 2023

A model of portfolio return dynamics is considered in which the price of risk is permitted to be heterogeneous. In doing this, a novel method is proposed that delivers improved out-of-sample forecasts of portfolio returns. The main innovation is the use of a set of predictors that account for...

Persistent link: https://www.econbiz.de/10014350699