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Individual investors : asset allocation vs. portfolio insurance (puts or calls)

Johnston, Ken; Halem, John; Scott, Elton - In: Financial services review : the journal of individual … 22 (2013) 3, pp. 291-310

Persistent link: https://www.econbiz.de/10011305912

A note on the evaluation of long-run investment decisions using the sharpe ratio

Johnston, Ken; Hatem, John; Scott, Elton - In: Journal of Economics and Finance 37 (2013) 1, pp. 150-157

This paper reexamines the use of the Sharpe ratio to measure the performance of large and small company stocks along with corporate bonds over different holding periods. It builds on previous research which cites the effects of serial correlation and non-normality in the creation of estimation...

Persistent link: https://www.econbiz.de/10010600781

The cash balance plan as a real option : financial innovation and implicit contacts

Johnston, Ken; Hatem, John J.; Scott, Elton - In: Pensions : an international journal 16 (2011) 1, pp. 39-50

Persistent link: https://www.econbiz.de/10008987883

Exchange rates, mixture of normal distributions, and fundamental variables

Johnston, Ken; Scott, Elton - In: Journal of business and economic perspectives 23 (1997) 2, pp. 13-22

Persistent link: https://www.econbiz.de/10009880764

Tax loss selling and the contrarian investment strategy

Johnston, Ken - In: Journal of economics and finance 20 (1996) 2, pp. 87-94

Persistent link: https://www.econbiz.de/10001221333

Aggregation and dollar-weighted returns issues

Johnston, Ken; Hatem, John J.; Paul, Chris W. - In: Quarterly journal of finance & accounting : QJFA 53 (2015) 1/2, pp. 75-96

Persistent link: https://www.econbiz.de/10011437499

Market index returns, macroeconomic variables, and tax-loss selling

Johnston, Ken; Cox, Don R. - In: Journal of economics and finance 26 (2002) 3, pp. 297-308

Persistent link: https://www.econbiz.de/10001743599

Further evidence of the november effect

Johnston, Ken; Paul, Chris W. - In: Journal of economics and finance 29 (2005) 2, pp. 280-288

Persistent link: https://www.econbiz.de/10003304124

Exchange rates, and fundamental variables : a semi-parametric analysis of binary choice

Johnston, Ken; Carter, David A.; Hatem, John J. - In: Applied economics 37 (2005) 16, pp. 1915-1924

Persistent link: https://www.econbiz.de/10003142957

Geometric mean maximization : a note on expected, observed, and simulated performance

Johnston, Ken; Hatem, John J. - In: The journal of investing : JOI 30 (2021) 4, pp. 87-94

Persistent link: https://www.econbiz.de/10012613132