Revisiting the Fisher and Statman Study on Market Timing
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References listed on IDEAS
- Wade D. Pfau, 2009.
"Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches,"
GRIPS Discussion Papers
09-15, National Graduate Institute for Policy Studies.
- Wade D. Pfau, 2009. "Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers 10-10, National Graduate Institute for Policy Studies, revised Sep 2010.
- Kenneth L. Fisher & Meir Statman, 2006. "Market Timing In Regressions And Reality," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(3), pages 293-304, September.
- Jonathan Ingersoll & Ivo Welch, 2007.
"Portfolio Performance Manipulation and Manipulation-proof Performance Measures,"
Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1503-1546, 2007 17.
- William Goetzmann & Jonathan Ingersoll & Matthew Spiegel & Ivo Welch, 2002. "Portfolio Performance Manipulation and Manipulation-Proof Performance Measures," Yale School of Management Working Papers amz2471, Yale School of Management, revised 01 Apr 2006.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Retirement Planning, December 2011
by Wade Pfau in Pensions, Retirement Planning, and Economics Blog on 2011-12-02 11:54:00
- Role of Valuations for Long-Term Investors
by Wade Pfau in Pensions, Retirement Planning, and Economics Blog on 2011-09-29 09:33:00
- Long-Term Conservative Investors and Valuation-Based Asset Allocation Strategies
by Wade Pfau in Pensions, Retirement Planning, and Economics Blog on 2011-03-17 08:25:00
- Could Valuation-Based Asset Allocation Strategies Have Worked in Japan?
by Wade Pfau in Pensions, Retirement Planning, and Economics Blog on 2011-03-17 07:34:00
More about this item
Keywordsmarket valuations; cyclically-adjusted price-earnings ratio; PE10; stock returns; market timing; long term; tactical asset allocation; buy and hold;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- N21 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: Pre-1913
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2011-03-19 (Risk Management)
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