The mathematics of market timing.
Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling simplicity, I calculate the feasible set of market timing portfolios u...
| Published in: | PLoS ONE |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2018-01-01
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| Online Access: | https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0200561&type=printable |