Evaluating a stock market timing strategy: the case of RTE Asset Management
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- William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich, 1998.
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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.
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- Alex Kane, 1991.
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- 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.
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