Can tree-structured classifiers add value to the investor?
Year of publication: |
August 2017
|
---|---|
Authors: | Laborda, Ricardo ; Laborda, Juan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 22.2017, p. 211-226
|
Subject: | Market timing | Tree-structured classifiers | State variables | Performance evaluation |
-
Market timing: A decomposition of mutual fund returns
Swinkels, Laurens A. P., (2003)
-
The Economic Value of Predicting Stock Index Returns and Volatility
Verbeek, Marno, (2001)
-
REIT performance and market timing ability
Jr, Richard J. Buttimer, (2012)
- More ...
-
Optimal currency carry trade strategies
Laborda, Juan, (2014)
-
Optimal currency carry trade strategies
Laborda, Juan, (2014)
-
Can ETFs afect U.S. fnancial stability? : A quantile cointegration analysis
Laborda, Juan, (2024)
- More ...