Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities

DOI10.1080/14697688.2013.850172zbMath1398.62320OpenAlexW2048481715MaRDI QIDQ4683011

Panagiotis Schizas, Dimitrios D. Thomakos

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.850172

zbMATH Keywords

forecastingmarket timingexchange-traded fundsstatistical arbitragevolatility timingtechnical tradingsign predictions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach

Cites Work

• REAL-TIME ECONOMETRICS

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