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Global tactical cross-asset allocation : applying value and momentum across asset classes

Blitz, David C.; Vliet, Willem Nicolaas van - In: The journal of portfolio management : a publication of … 35 (2008/09) 1, pp. 23-38

Persistent link: https://www.econbiz.de/10009520484

Global tactical cross-asset allocation : applying value and momentum across asset classes

Blitz, David (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003721549

An anatomy of calendar effects

Swinkels, Laurens; Vliet, Willem Nicolaas van - In: The journal of asset management 13 (2012) 4, pp. 271-286

Persistent link: https://www.econbiz.de/10009630237

An Anatomy of Calendar Effects

Swinkels, Laurens - 2012

This paper studies the interaction of the five most well-established calendar effects: the Halloween effect, January effect, turn-of-the-month effect, weekend effect and holiday effect. We find that Halloween and turn-of-the month (TOM) are the strongest effects fully diminishing the other three...

Persistent link: https://www.econbiz.de/10013116181

Media attention and the volatility effect

Blitz, David; Huisman, Rob; Swinkels, Laurens; Vliet, … - In: Finance research letters 36 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012483406

The relevance of MCDM for financial decisions

Hallerbach, Winfried G. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001701327

Modeling investor sentiment and overconfidence in an agent-based stock market

Lovric, Milan; Kaymak, Uzay; Spronk, Jaap - In: Human systems management : HSM 29 (2010) 2, pp. 89-101

Persistent link: https://www.econbiz.de/10003980618

A Conceptual Model of Investor Behavior

Lovric, Milan (contributor); Kaymak, Uzay (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003721506