The Performance of Market Timing Measures in a Simulated Environment *

DOI10.1093/rof/rfv035zbMath1402.91677OpenAlexW2253280407MaRDI QIDQ4555581

Stéphane Chrétien, Félix D'Amours, Frank Coggins

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfv035

zbMATH Keywords

data sampling frequencymarket timing measurestimer's trading frequency

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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