The performance of professional market timers: daily evidence from executed strategies

Author:

Chance Don M,Hemler Michael L

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference37 articles.

1. On timing and selectivity;Admati;The Journal of Finance,1986

2. Timing decisions and the behavior of mutual fund systematic risk;Alexander;Journal of Financial and Quantitative Analysis,1982

3. On the timing ability of mutual fund managers;Bollen;The Journal of Finance,2001

4. A tale of three schools;Boudoukh;The Review of Financial Studies,1994

5. Does market timing really work in the real world?;Brocato;The Journal of Portfolio Management,1994

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