Acceso al sitio web del Consejo de Políticas de Infraestructura

   
Redirigiendo al acceso original de articulo en 24 segundos...
Inicio  /  MANAGEMENT SCIENCE  /  Vol: 57 Núm: 7 Par: 0 (2011)  /  Artículo
ARTÍCULO
TITULO

Market Timing with Option-Implied Distributions: A Forward-Looking Approach

Alexandros Kostakis    
Nikolaos Panigirtzoglou    
and George Skiadopoulos    

Resumen

No disponible

PÁGINAS
pp. 1231 - 1249
MATERIAS
ADMINISTRACIÓN

 Artículos similares

       
 
Chris van Heerden, Andre Heymans, Gary van Vuuren, Wilme Brand    
Hedge funds are considered to be market-neutral due to their unrestricted investment flexibility and more efficient market timing abilities (Ennis & Sebastian, 2003). They may also be considered as suitably unconventional assets for improving portfolio d... ver más

 
Gary J. Brunswick, Brian Gnauck, Raymond Amtmann, Samuel P. Graci    
This case focuses on a unique and often overlooked product market sporting event timing systems and supplies and involves a Japanese manufacturer of radio frequency identification (RFID)-based timing systems called Micro Talk Systems or MTS. Some of th... ver más

 
John Muteba Mwamba    
This paper investigates the persistence of hedge fund managers skills during periods of boom and/or recession. We consider a data set of monthly investment strategy indices published by Hedge Fund Research group. The data set spans from January 1995 to J... ver más

 
Mitra, D. Golder, P. N.     Pág. 350 - 365

 
M. Dumont De Chassart,C. Firer    
AbstractThis study evaluates the performance of traditional timing, bull timing (holding the risk-free asset and buying call options to take advantage of expected market rises) and bear timing (holding the market index and buying put options ahead of exp... ver más