Grading the performance of market-timing newsletters

Financial Analysts Journal

Volumn 53, Issue 6, 1997, Pages 54-66

  Graham, John R ^a   Harvey, Campbell R ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002453481     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v53.n6.2130     Document Type: Article

References (5)

1. Graham, John R., and Campbell R. Harvey. 1994. "Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations." National Bureau of Economic Research Working Paper 5597 (October).
2. _. 1996. "Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations." Journal of Financial Economics, vol. 42, no. 3 (November):397-422.
3. Hulbert, Mark. 1995. "The Graham-Harvey Test." Forbes (June 19):160-61.
4. Modigliani, Franco, and Leah Modigliani. 1997. "Risk-Adjusted Performance." Journal of Portfolio Management, vol. 23, no. 2 (Winter):45-54.
5. Sharpe, William F. 1964. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance, vol. 19, no. 3 (July):425-42.