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Return enhancement trading strategies for size based portfolios

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Author Info
Glen Larsen ()
Bruce Resnick ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s11408-007-0069-z
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Publisher Info
Article provided by Springer in its journal Financial Markets and Portfolio Management.

Volume (Year): 22 (2008)
Issue (Month): 1 (March)
Pages: 21-45
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Handle: RePEc:kap:fmktpm:v:22:y:2008:i:1:p:21-45

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Web page: http://www.springerlink.com/link.asp?id=119763

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Enhanced returns; Trading strategies; Term structure; Business cycles; Forecasting; Portfolio choice; G11; G14; E32; E37; E43;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Arturo Estrella & Frederic S. Mishkin, 1996. "The yield curve as a predictor of U.S. recessions," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jun. [Downloadable!]
  2. Chance, Don M. & Hemler, Michael L., 2001. "The performance of professional market timers: daily evidence from executed strategies," Journal of Financial Economics, Elsevier, vol. 62(2), pages 377-411, November. [Downloadable!] (restricted)
  3. Petra Gerlach-Kristen, 2007. "Three aspects of the Swiss term structure: an empirical survey," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 221-240, June. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Michael Steiner, 2009. "Predicting premiums for the market, size, value, and momentum factors," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 137-155, June. [Downloadable!] (restricted)
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This page was last updated on 2009-12-4.

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