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Trading strategy academic papers

trading strategy academic papers

03 Stock Pickers Schlarbaum,. Nobel Laureates Sharpe, William. Journal of Portfolio Management 1(2 29-34. 03 Stock Pickers Dybvig,. Journal of Portfolio Management 19(3 15-26. Journal of Financial Economics 8(1 87-100. Journal of Business 62(3 393-416. Journal of Business 57(1 73-96. Journal of Portfolio Management 9(4 54-56. Handbook in Operations Research and Management Science, Vol.

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Lee, Andrei Shleifer and Richard. William Schwert 1990 Indexes of United States Stock Prices from 1802 to 1987 Journal of Business 63 (1990) History Elroy Dimson, Paul Marsh and Mike Staunton 2000 Risk and Return in the 20th and 21st Centuries Business Strategy. Seven articles on Tax Managed Investing various 07 Silent Partners Frank. Financial Analysts Journal 30(3 32-45. Financial Analysts Journal 24(5 131-138. Journal of Finance 52 57-82. Journal of Financial and Quantitative Analysis 13(2 299-312. 03 Stock Pickers Kim, T, 1978 An assessment of the performance of mutual fund management.

Academic, paper : Evaluation of, trading, strategies (Page 1) Forex

Ibbotson, Yale University, Peng Chen Ibbotson Associates, Inc. Walker 1982 Mutual fund performance in the context of models of equilibrium capital asset pricing. Journal of Portfolio Management 24(1,Fall 9-25. 401k Plans Hamilton, Brooks, and Burns, Scott 2001 Reinventing Retirement Income in America ncpa Policy Report. Financial Analysts Journal 25(3 105-111. 04 Market Timers Riepe, Mark, Peterson, James 2000 The Costs and Benefits of Waiting to trading strategy academic papers Invest Schwab Center for Investment Research, Vol. Harlow and Laura. 03 Stock Pickers Ellis, Charles. Winston 1991 Using generic benchmarks to present manager styles. Journal of Portfolio Management 19(3 52-56. Ma 1995 Survivorship Bias: Reply. Journal of Portfolio Management 24 30-41.

J 1982 Risk adjusted equity performance measurement. Prescott 1985 The Equity Risk Premium: A Puzzle Journal of Monetary Economics, 15 (March, 1985). Journal of Portfolio Management 17 33-36. 03 trading strategy academic papers Stock Pickers Fung, William and David. Review of Economics and Statistics Vol. Journal of Portfolio Management 23(4,Summer 9-23. And Xiao, Jing Jian 2005 A Cross-Cultural Study in Risk Tolerance: Comparing Chinese and Americans Working Paper Series Available at ssrn: m/abstract Risk Capacity Sunden,. 03 Stock Pickers Chua,. Journal of Finance 41(3 699-712. 03 Stock Pickers Pohlman,.,.

Trading, strategies, research, papers,

Journal of Financial Economics 15(3 373-394. D 1970 On the measurement of fund performance. The Psychology of Decision Making, iCFA Continuing Education, 7 03 Stock Pickers, odean,. 04 Market Timers Kane, A and. 03 Stock Pickers Sarnat,. Journal of Financial and Quantitative Analysis 7(4. 03 Stock Pickers Mains, N 1977 Risk, the pricing of capital assets, and the evaluation of investment portfolios: Comment. Cheney 1982 Are mutual funds market timers? 03 Stock Pickers Klemkosky, R 1973 The bias in composite performance measures. 1980 Empirical studies in portfolio performance using higher degrees of stochastic dominance. C 1970 Mutual fund performance evaluation. Siaw-Peng 2000 Modern Portfolio Theory (Textbook Version of above) Business 442:Investments, Chapter 5-5 02 Nobel Laureates Franco Modigliani and Merton.