ARTÍCULO
TITULO

Predicting Market Components Out of Sample: Asset Allocation Implications

Aiguo Kong    
David E. Rapach    
Jack K. Strauss    
and Guofu Zhou    

Resumen

No disponible

 Artículos similares

       
 
Chandadevi Giri and Yan Chen    
Compared to other industries, fashion apparel retail faces many challenges in predicting future demand for its products with a high degree of precision. Fashion products? short life cycle, insufficient historical information, highly uncertain market dema... ver más
Revista: Forecasting

 
Muhammad Zeeshan,Jiabin Han,Alam Rehman,Kashif Saleem,Raza Ullah Shah,Amir Ishaque,Naveed Farooq,Arif Hussain     Pág. 151 - 157
Mutual Funds enable small investors to enjoy the benefits of the capital market instruments with small amount using the expertise of professional managers. This study examines the risk adjusted performance, timing and selection abilities of conventional ... ver más

 
Gülsah Gençer Çelik     Pág. 158 - 165
This paper examines the volatility of the tourism sector in Borsa Istanbul in Turkey, paying special attention to the role of exchange rate exposure in the process. The GARCH, BJR (TARCH) and EGARCH models are employed to estimate the volatility in the s... ver más

 
Salma Zaiane,Rabeb Jrad     Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v... ver más

 
Dev Shah, Haruna Isah and Farhana Zulkernine    
Stock market prediction has always caught the attention of many analysts and researchers. Popular theories suggest that stock markets are essentially a random walk and it is a fool?s game to try and predict them. Predicting stock prices is a challenging ... ver más