3   Artículos

 
en línea
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
Revista: South African Journal of Business Management    Formato: Electrónico

 
en línea
Marc Dumont De Chassart,Colin Firer,Wendy Grantham,Simon Hill,Mark Pryce,Ian Rudden    
AbstractThe objective of the study was to investigate the gains from market timing strategies using derivatives during a period when the return on the market was below that of the risk-free asset (a so-called bear period). It was found that perfect timer... ver más
Revista: South African Journal of Business Management    Formato: Electrónico

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