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The mathematics of market timing
Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling simplicity, I calculate the feasible set of market timing portfolios u...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6051602/ https://www.ncbi.nlm.nih.gov/pubmed/30021021 http://dx.doi.org/10.1371/journal.pone.0200561 |