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Volumn 57, Issue 1, 2001, Pages 28-40

Market Timing and Roulette Wheels

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0013441978     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v57.n1.2417     Document Type: Article
Times cited : (25)

References (15)
  • 1
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    • Becker, Connie, Wayne Ferson, David H. Myers, and Michael J. Schill. 1999. "Conditional Market Timing with Benchmark Investors." Journal of Financial Economics, vol. 52, no. 1 (April):119-148.
    • (1999) Journal of Financial Economics , vol.52 , Issue.1 APRIL , pp. 119-148
    • Becker, C.1    Ferson, W.2    Myers, D.H.3    Schill, M.J.4
  • 2
    • 0001845082 scopus 로고
    • Measuring Market Timing Strategies
    • Beebower, G.L., and A.P. Varikooty. 1991. "Measuring Market Timing Strategies." Financial Analysts Journal, vol. 47, no. 6 (November/December):78-84.
    • (1991) Financial Analysts Journal , vol.47 , Issue.6 NOVEMBER-DECEMBER , pp. 78-84
    • Beebower, G.L.1    Varikooty, A.P.2
  • 3
    • 0008993427 scopus 로고    scopus 로고
    • A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds
    • Bello, Zakri Y., and Vahan Janjigian. 1997. "A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds." Financial Analysts Journal, vol. 53, no. 5 (September/October):24-29.
    • (1997) Financial Analysts Journal , vol.53 , Issue.5 SEPTEMBER-OCTOBER , pp. 24-29
    • Bello, Z.Y.1    Janjigian, V.2
  • 4
    • 0003007004 scopus 로고
    • Potential Gains from Stock Market Timing in Canada
    • Chua, Jess H., Richard S. Woodward, and Eric C. To. 1987. "Potential Gains from Stock Market Timing in Canada." Financial Analysts Journal, vol. 43, no. 5 (September/ October):50-56.
    • (1987) Financial Analysts Journal , vol.43 , Issue.5 SEPTEMBER- OCTOBER , pp. 50-56
    • Chua, J.H.1    Woodward, R.S.2    To, E.C.3
  • 5
    • 0001873440 scopus 로고
    • Market Timing as an Investment Policy
    • Droms, William G. 1989. "Market Timing as an Investment Policy." Financial Analysts Journal, vol. 45, no. 1 (January/ February):73-77.
    • (1989) Financial Analysts Journal , vol.45 , Issue.1 JANUARY- FEBRUARY , pp. 73-77
    • Droms, W.G.1
  • 6
    • 0004420998 scopus 로고
    • The Trouble with Performance Measurement
    • Ferguson, Robert. 1986. "The Trouble with Performance Measurement." Journal of Portfolio Management, vol. 12, no. 3 (Spring):4-9.
    • (1986) Journal of Portfolio Management , vol.12 , Issue.3 SPRING , pp. 4-9
    • Ferguson, R.1
  • 7
    • 0347112118 scopus 로고    scopus 로고
    • The Role of Simulation in Measuring Investment Performance
    • _. 1999. "The Role of Simulation in Measuring Investment Performance." Journal of Performance Measurement, vol. 4, no. 1 (Fall):35-53.
    • (1999) Journal of Performance Measurement , vol.4 , Issue.1 FALL , pp. 35-53
  • 9
    • 0001466207 scopus 로고
    • The Folly of Stock Market Timing
    • Jeffrey, Robert H. 1984. "The Folly of Stock Market Timing." Harvard Business Review (July-August):102-110.
    • (1984) Harvard Business Review , Issue.JULY-AUGUST , pp. 102-110
    • Jeffrey, R.H.1
  • 10
    • 0042372227 scopus 로고
    • Performance Evaluation of Market Timers: Theory and Evidence
    • Kane, Alex, and Stephen Gary Marks. 1988. "Performance Evaluation of Market Timers: Theory and Evidence." Journal of Financial and Quantitative Analysis, vol. 23, no. 4 (December):425-435.
    • (1988) Journal of Financial and Quantitative Analysis , vol.23 , Issue.4 DECEMBER , pp. 425-435
    • Kane, A.1    Marks, S.G.2
  • 11
    • 0002449614 scopus 로고
    • Market Timing with Small versus Large-Firm Stocks: Potential Gains and Required Predictive Ability
    • Kester, George W. 1990. "Market Timing with Small versus Large-Firm Stocks: Potential Gains and Required Predictive Ability." Financial Analysts Journal, vol. 46, no. 5 (September/ October):63-69.
    • (1990) Financial Analysts Journal , vol.46 , Issue.5 SEPTEMBER- OCTOBER , pp. 63-69
    • Kester, G.W.1
  • 12
    • 0008356339 scopus 로고
    • Tactical Asset Allocation: Differentiating Tactical Asset Allocation from Market Timing
    • Phillips, Don, and Joan Lee. 1989. "Tactical Asset Allocation: Differentiating Tactical Asset Allocation from Market Timing." Financial Analysis Journal, vol. 45, no. 2 (March/April):14-16.
    • (1989) Financial Analysis Journal , vol.45 , Issue.2 MARCH-APRIL , pp. 14-16
    • Phillips, D.1    Lee, J.2
  • 13
    • 0001865903 scopus 로고
    • Likely Gains from Market Timing
    • Sharpe, William F. 1975. "Likely Gains from Market Timing." Financial Analysts Journal, vol. 31, no. 2 (March/April):60-69.
    • (1975) Financial Analysts Journal , vol.31 , Issue.2 MARCH-APRIL , pp. 60-69
    • Sharpe, W.F.1
  • 14
    • 0002683561 scopus 로고
    • Market Timing: Better than a Buy-and-Hold Strategy
    • Shilling, A. Gary. 1992. "Market Timing: Better than a Buy-and-Hold Strategy." Financial Analysts Journal, vol. 48, no. 2 (March/ April):46-50.
    • (1992) Financial Analysts Journal , vol.48 , Issue.2 MARCH- APRIL , pp. 46-50
    • Shilling, A.G.1
  • 15
    • 0010808183 scopus 로고
    • The Performance of Tactical Asset Allocation
    • Weigel, Erick J. 1991. "The Performance of Tactical Asset Allocation." Financial Analysts Journal, vol. 47, no. 5 (September/ October):63-70.
    • (1991) Financial Analysts Journal , vol.47 , Issue.5 SEPTEMBER- OCTOBER , pp. 63-70
    • Weigel, E.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.