Depending tactical asset allocation upon the forecasting model choice, it is often discussed the existence of a time …, Switzerland, UK, Europe, USA, Japan, and Far East. The topic of this paper consists on the comparison of three methods to estimate … decisions through different holding periods. Time series have been chosen in order to avoid structural breaks, recorded after …

investors use to successfully time the market …

due to the illiquid nature of housing transactions. We also conduct extensive simulations, over different time horizons …