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Conditional market timing with benchmark investors

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Author Info
Becker, Connie
Ferson, Wayne
Myers, David H.
Schill, Michael J.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-3WG358W-4/2/7b7bb1a46ddf4a821e3ac24ae4acd8b8
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 52 (1999)
Issue (Month): 1 (April)
Pages: 119-148
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Handle: RePEc:eee:jfinec:v:52:y:1999:i:1:p:119-148

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Michael E. Drew, 2007. "Superannuation: Switching and Roulette Wheels," School of Economics and Finance Discussion Papers and Working Papers Series 216, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  2. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Heber Farnsworth & Wayne E. Ferson & David Jackson & Steven Todd, 2002. "Performance Evaluation with Stochastic Discount Factors," NBER Working Papers 8791, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS. [Downloadable!]
  5. repec:emp:wpaper:wp07-02 is not listed on IDEAS
  6. Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006. "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers 5524, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  7. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society. [Downloadable!]
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