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On a Constructive Theory of Financial Markets (Prologue)

Moffitt, Steven - 2017

This article is a prologue to the article "Why Markets are Inefficient: A Gambling 'Theory' of Financial Markets for … important background for that article - why gambling is important, even necessary, for real-world traders, the reason for the … superiority of the strategic/gambling approach to the competing market ideologies of market fundamentalism and the scientific …

Persistent link: https://www.econbiz.de/10012959081

Dynamic Asset Allocation Based on Valuation and Momentum Applied to a Global All-Equity Portfolio

White, James - 2020

There has been considerable research into dynamic global tactical asset allocation (GTAA) strategies driven by simple measures of Valuation and Momentum applied to a baseline balanced portfolio of equities and fixed income (see Blitz and van Vliet 2008, Wang and Kochard 2011, Gnedenko and Yelnik...

Persistent link: https://www.econbiz.de/10012838940

When it Pays to Pay Capital Gains

Haghani, Victor - 2019

Persistent link: https://www.econbiz.de/10012890821

Rational Decision-Making under Uncertainty : Observed Betting Patterns on a Biased Coin

Haghani, Victor - 2016

become part of the basic education of anyone interested in finance or gambling.' …

Persistent link: https://www.econbiz.de/10012980760

When (If Ever) Has it Paid to Wait for a Stock Market Correction?

Haghani, Victor - 2017

Investors are periodically challenged with this question: with funds ready to invest, but faced with a market that is generally perceived to be expensive, is it better to wait for a market correction before investing? Many investors are certain that a correction must be around the corner, and...

Persistent link: https://www.econbiz.de/10012947040

A Penny Saved Is Two Pennies Earned

White, James - 2019

-free penny is worth two pennies of expected but uncertain income, a result born out by modern mathematical advances in the theory …

Persistent link: https://www.econbiz.de/10012899550

What Our Market Return Forecasts Really Mean : Convexity in Equity Returns and its Implications for Investment Sizing

Haghani, Victor - 2019

You're probably familiar, at least in passing, with the 'convexity' of long-term bonds - i.e. that yields dropping 1% produce a bigger price move than yields rising 1%. A significant amount of brainpower has gone into understanding all the ramifications of this convexity in the fixed income...

Persistent link: https://www.econbiz.de/10012902324

To Realize, or Not to Realize? Capital Gains Tax and Portfolio Choice

White, James; Haghani, Victor - 2020

method for answering some of the important questions arising from the interaction of taxes and investing. Investment theory …

Persistent link: https://www.econbiz.de/10014352082

There’s No Place Like Home : The Case For and Against Extreme Home Bias in Equity Investing

White, James - 2019

For US investors, international equity exposure has never been so readily available at such a low cost. Nonetheless, surveys indicate US investors typically allocate 80–85% of their equity holdings to US equities, much higher than their proportion of global market value. In this note we...

Persistent link: https://www.econbiz.de/10012860180

Home Biased : A Case for More Indexing

White, James - 2019

Home Bias refers to the tendency to invest more heavily in one's domestic equity market than global market-value proportions would suggest. Whether or not home-biased investing makes sense, the fact is that people in pretty much every country do it. This article addresses the question of whether...

Persistent link: https://www.econbiz.de/10012862245

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