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US stocks and the US dollar

Azar, Samih Antoine - In: International journal of financial research 4 (2013) 4, pp. 91-106

Persistent link: https://www.econbiz.de/10010206630

Asset pricing model uncertainty

Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189

Persistent link: https://www.econbiz.de/10012174790

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

Persistent link: https://www.econbiz.de/10011906234

On the threshold dividend strategy for a generalized jump : diffusion risk model

Chi, Yichun; Lin, X. Sheldon - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 326-337

Persistent link: https://www.econbiz.de/10008989302

Fixed-mix rules in an evolutionary market using a factor model for dividends

Mavroudis, Konstantinos; Nolder, Craig A. - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1247-1277

Persistent link: https://www.econbiz.de/10009541997

Variance matters (in stochastic dividend discount models)

Agosto, Arianna; Moretto, Enrico - In: Annals of finance 11 (2015) 2, pp. 283-295

Persistent link: https://www.econbiz.de/10011376189

Risk, Mispricing, and Asset Allocation : Conditioning on Dividend Yield

Shanken, Jay A. - 2010

dividend yield is typically viewed as a reflection of either changing risk, related to the business cycle, or irrational … mispricing. Extending the work on asset allocation and dividend yield by Kandel and Stambaugh (1996) to accommodate variation in …

Persistent link: https://www.econbiz.de/10012763077

Risk, Mispricing, and Asset Allocation : Conditioning on Dividend Yield

Shanken, Jay - 2001

Persistent link: https://www.econbiz.de/10012470049

Optimal reinsurance and dividends with transaction costs and taxes under thinning structure

Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217

Persistent link: https://www.econbiz.de/10012500260

Abnormal dividend-yield returns and investment strategy

You, Chun-Fan; Huang, Chin-sheng; Huang, Jiang-Chuan - In: Emerging markets finance & trade : a journal of the … 53 (2017) 3, pp. 544-553

Persistent link: https://www.econbiz.de/10011764310