Search Results - subject:"volatility timing"

How does the volatility-timing strategy perform in mutual funds portfolios

Yin, Zhida; Jiang, Jilin; Qian, Zongxin - In: International review of finance : the official journal … 23 (2023) 1, pp. 87-102

Persistent link: https://www.econbiz.de/10014251342

Momentum turning points

Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Journal of financial economics 149 (2023) 3, pp. 378-406

Persistent link: https://www.econbiz.de/10014419608

Seleção de carteiras : escolha entre modelos baseada em persistência de performance

Tavares, Ricardo S.; Caldeira, João F. - In: Revista Brasileira de Finanças : RBFin 18 (2020) 1, pp. 91-128

Persistent link: https://www.econbiz.de/10012221588

Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?

Shen, Xiaoyi; Tsui, Albert K.; Zhang, Zhaoyong - In: Risks 7 (2019) 4, pp. 1-16

The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the Central …-CPF funds by examining the volatility-timing performance associated with these funds. The volatility-timing ability of CPF funds … BE/ME effect. The results show that volatility timing is one of the factors contributing to the excess return of funds …

Persistent link: https://www.econbiz.de/10013200524

Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?

Shen, Xiaoyi; Tsui, Albert K.; Zhang, Zhaoyong - In: Risks : open access journal 7 (2019) 4/106, pp. 1-16

Persistent link: https://www.econbiz.de/10012127925

It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market

Tavares, Ricardo de Souza; Caldeira, João F.; Raimundo … - In: Applied economics letters 29 (2022) 2, pp. 118-122

Persistent link: https://www.econbiz.de/10012803391

On the benefits of active stock selection strategies for diversified investors

Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354

Persistent link: https://www.econbiz.de/10013336298

Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies

Qu, Hui; Zhang, Yi - In: Economic modelling 106 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013347668

Momentum and the cross-section of stock volatility

Fan, Minyou; Kearney, Fearghal; Li, Youwei; Liu, Jiadong - In: Journal of economic dynamics & control 144 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013543109

The resilience of Islamic equity funds during COVID-19 : evidence from risk adjusted performance, investment styles and volatility timing

Mirza, Nawazish; Rizvi, Kumail Abbas; Saba, Irum; … - In: International review of economics & finance : IREF 77 (2022), pp. 276-295

Persistent link: https://www.econbiz.de/10013332354