نتایج جستجو برای: market timing

تعداد نتایج: 264795  

2005
Sylvain Dessy Habiba Djebbari

Career Choice, Marriage-Timing, and the Attraction of Unequals Both men and women wish to have a family and a rewarding career. In this paper, we show that the under-representation of women in high-powered professions may reflect a coordination failure in young women’s marriage-timing decisions. Since investing in a highpowered career imposes time strain, it precludes early participation in the...

2008
Yong Chen Wayne Ferson Helen Peters

Measuring the Timing Ability of Fixed Income Mutual Funds This paper evaluates the ability of bond funds to "market time" factors related to bond markets. Timing ability generates nonlinearity in fund returns, but there are several non-timing-related sources of nonlinearity. We find that controlling for non-timing-related nonlinearity is important. Funds' returns are more concave than benchmark...

Journal: :South African Journal of Business Management 2001

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس - دانشکده مهندسی 1387

abstract this paper discusses several commonly used models for strategic marketing¹ including market environmental analysis methods (i.e. swot and pest analysis) and strategic marketing tools and techniques (i.e. boston matrix and shell directional policy matrix)and shows how these models may help a firm to achieve its strategic goals. at first, the main reason for doing this research is de...

Journal: :Management Science 2011
Alexandros Kostakis Nikolaos Panigirtzoglou George Skiadopoulos

We address the empirical implementation of the static asset allocation problem by developing a forward-looking approach that uses information from market option prices. To this end, constant maturity S&P 500 implied distributions are extracted and subsequently transformed to the corresponding risk-adjusted ones. Then, we form optimal portfolios consisting of a risky and a risk-free asset and ev...

2004
SHLOMO KALISH GARY L. LILIEN

A central issue in new product development and planning is the market timing/entry decision. An entry too early may risk pushing an under-developed product into the marketplace, with possible negative results; however, a product/technotogy may sacrifice sales if entry is delayed too long. A market diffusion model is developed that incorporates negative word-of-mouth associated with new product ...

Journal: :Algorithmic Finance 2013
Slava Mazur

Intraday volatility and market impact models in volume time are proposed. We build an intraday volatility profile to capture non-stationarity of intraday price returns and utilize a fractional Brownian motion process to measure deviations from square root scaling rule of volatility. We propose a generalized, scalable market impact model that encompasses two mainstream approaches: an aggregated ...

2002
M. Hashem Pesaran Allan Timmermann James Chu David Hendry Adrian Pagan

Despite mounting empirical evidence to the contrary, the literature on predictability of stock returns almost uniformly assumes a time-invariant relationship between state variables and returns. In this paper we propose a two-stage approach for forecasting of financial return series that are subject to breaks. The first stage adopts a reversed ordered Cusum (ROC) procedure to determine in real ...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید