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Market Timing with Moving Aver...
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Not all bull and bear markets are alike : insights from a five-state hidden semi-Markov model
Zakamulin, Valeriy
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013490816
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Superiority of optimized portfolios to naive diversification : fact or fiction?
Zakamulin, Valeriy
- In:
Finance research letters
22
(
2017
),
pp. 122-128
Persistent link: https://www.econbiz.de/10011807994
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3
Market timing with moving averages : the anatomy and performance of trading rules
Zakamulin, Valeriy
-
2017
-
1st edition 2017
Persistent link: https://www.econbiz.de/10011710137
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4
A new predictability pattern in the US stock market returns
Zakamulin, Valeriy
- In:
The journal of portfolio management : JPM
49
(
2023
)
3
,
pp. 169-183
Persistent link: https://www.econbiz.de/10014232219
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5
Stock price overreaction : evidence from bull and bear markets
Zakamulin, Valeriy
- In:
Review of behavioral finance : RBF
16
(
2024
)
6
,
pp. 998-1011
Persistent link: https://www.econbiz.de/10015415549
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6
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
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8
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
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9
Warren Buffett versus Zvi Bodie : should you buy or sell put options?
Koekebakker, Steen
;
Zakamulin, Valeriy
- In:
The journal of wealth management : JWM
24
(
2021
)
2
,
pp. 65-81
Persistent link: https://www.econbiz.de/10012613516
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10
Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship
Zakamulin, Valeriy
;
Hunnes, John A.
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 182-197
Persistent link: https://www.econbiz.de/10012655036
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