Evaluating a stock market timing strategy: the case of RTE Asset Management
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- Goetzmann, William N. & Ingersoll, Jonathan & Ivković, Zoran, 2000.
"Monthly Measurement of Daily Timers,"
Journal of Financial and Quantitative Analysis,
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- Cumby, Robert E & Glen, Jack D, 1990. " Evaluating the Performance of International Mutual Funds," Journal of Finance, American Finance Association, vol. 45(2), pages 497-521, June.
- Lee, Cheng Few & Rahman, Shafiqur, 1990. "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation," The Journal of Business, University of Chicago Press, vol. 63(2), pages 261-278, April.
- Becker, Connie & Ferson, Wayne & Myers, David H. & Schill, Michael J., 1999. "Conditional market timing with benchmark investors," Journal of Financial Economics, Elsevier, vol. 52(1), pages 119-148, April.
- Rich, Steven P. & Reichenstein, William, 1993. "Market timing for the individual investor: Using the predictability of long-horizon stock returns to enhance portfolio performance," Financial Services Review, Elsevier, vol. 3(1), pages 29-43.
- Prather, Laurie & Bertin, William J., 1998. "The implication of discount rate changes for market timing," Review of Financial Economics, Elsevier, vol. 7(1), pages 21-33.
- Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-1764, December.
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- Kane, Alex & Marks, Stephen G., 1990. "The delivery of market timing services: Newsletters versus market timing funds," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 150-166, June.
- Alex Kane, 1991. "The Delivery of Market Timing Services: Newsletters Versus Market Timing Funds," NBER Technical Working Papers 0075, National Bureau of Economic Research, Inc.
- Ferson, Wayne E & Schadt, Rudi W, 1996. " Measuring Fund Strategy and Performance in Changing Economic Conditions," Journal of Finance, American Finance Association, vol. 51(2), pages 425-461, June. Full references (including those not matched with items on IDEAS)
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