Building an investment portfolio is a problem that numerous researchers have addressed for
many years. The key goal has always been to balance risk and reward by optimally …

The introduction of collective action clauses (CACs) in advanced economies' sovereign
bonds is an understudied phenomenon. An important concern is whether these clauses …

This article analyses the effects of skill in timing and skill in sizing on the Information Ratio
(IR). The author shows that risk-adjusted returns can be decomposed into the Hit Ratio, the …

The purpose of this quantitative study was to examine the relationship between the Capital
Asset Pricing Model's risk indicator beta and the average monthly returns for stocks in the …

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a
measure of market vulnerability. This study examines the economic idea of the beta …

Feldman, Jung, and Klein's 2015 paper finds that the combination of the Conference Board's
Leading Economic Indicator (LEI) and a 200-day simple moving average outperforms a buy …

The efficient market hypothesis (EMH) is one of the most influential theories of modern
economics and a cornerstone of finance that was originally formulated more than five …

This thesis aimed to analyse the signalling capability of the Cyclically Adjusted Price to
Earnings (CAPE) ratio and to analyse the performance of asset pricing models in the context …

Active asset allocation, also known as market timing, is controversial but potentially effective
for individual investors and financial advisors. Many studies support market timing based on …

We propose a simple, hindsight-free, rule-based method of entry and exit into the stock
market, with the goal of improving returns by averting large losses. Using data from 1928 …