MARKET TIMING IN PARAMETRIC PORTFOLIO POLICIES

DOI10.1142/S0219024922500182zbMath1498.91403OpenAlexW4283019893MaRDI QIDQ5866976

Christian Fieberg, Carlos Osorio, Thorsten Poddig, Michael Falge, Michael Olschewsky

Publication date: 22 September 2022

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024922500182

zbMATH Keywords

portfolio optimizationmarket timingasset selectionparametric portfolio policy

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
• Computing efficient frontiers using estimated parameters
• Prospect Theory: An Analysis of Decision under Risk
• The Stationary Bootstrap
• Automatic Block-Length Selection for the Dependent Bootstrap
• Common risk factors in the returns on stocks and bonds

This page was built for publication: MARKET TIMING IN PARAMETRIC PORTFOLIO POLICIES