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Is the Stock Market Safer for Long‐Term Investors?

John Y. Campbell and Luis M. Viceira

in Strategic Asset Allocation: Portfolio Choice for Long-Term Investors

Published in print:
2002
Published Online:
November 2003
ISBN:
9780198296942
eISBN:
9780191596049
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198296940.003.0004
Subject:
Economics and Finance, Financial Economics

Explores optimal investment strategies when both riskless interest rates and risk premia change over time in ways that can be described by a vector autoregressive (VAR) model. In this situation, a ... More


The Trading Scandals

Matthew P. Fink

in The Rise of Mutual Funds: An Insider's View

Published in print:
2008
Published Online:
January 2009
ISBN:
9780195336450
eISBN:
9780199868469
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195336450.003.0012
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

The record bull market of 1982-2000 ended with a bubble in high technology and telecom stocks, followed by a severe bear market and revelation of a number of major corporate and accounting scandals, ... More


Evaluating Portfolio Performance: Reconciling Asset Selection and Market Timing

Arnaud CavÉ, Georges HÜbner, and Thomas Lejeune

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0020
Subject:
Economics and Finance, Financial Economics

This chapter presents the major approaches for assessing portfolio performance in the presence of asset selection and market timing skills. Given the difficulty of reconciling these two performance ... More


The Rise of Mutual Funds: An Insider's View

Matthew P. Fink

Published in print:
2008
Published Online:
January 2009
ISBN:
9780195336450
eISBN:
9780199868469
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195336450.001.0001
Subject:
Economics and Finance, Macro- and Monetary Economics, Financial Economics

The book describes the developments that caused mutual funds to go from a virtually unknown financial product in the 1920s to the largest financial industry in the world today. It covers the ... More


Market Timing Methods and Results

Panagiotis Schizas

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0019
Subject:
Economics and Finance, Financial Economics

Market timing is the investment strategy occurring when investors increase their allocation in risky assets in periods of bull markets. This chapter provides an overview of market timing methods and ... More


Benchmarking

Abraham Lioui and Patrice Poncet

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0021
Subject:
Economics and Finance, Financial Economics

Benchmarking, the practice of designing a given portfolio or index as a reference for the portfolio adopted by the fund manager, serves two main purposes. First, benchmarking is an asset allocation ... More


Attribution Analysis

Nanne Brunia and Auke Plantinga

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0022
Subject:
Economics and Finance, Financial Economics

This chapter discusses performance attribution models allowing the observer to identify market timing and security selection skills of portfolio managers. The focus is on holdings-based models ... More


Human Capital Accounting in the United States: Context, Measurement, and Application

Michael S. Christian

in Measuring Economic Sustainability and Progress

Published in print:
2014
Published Online:
May 2015
ISBN:
9780226121338
eISBN:
9780226121475
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226121475.003.0015
Subject:
Economics and Finance, Macro- and Monetary Economics

This study updates Christian’s (2010) human capital account for the United States to the year 2009, refining the underlying data and putting the account into international context by reviewing ... More


Market Timing

William A. Birdthistle

in Empire of the Fund: The Way We Save Now

Published in print:
2016
Published Online:
August 2016
ISBN:
9780199398560
eISBN:
9780199398591
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199398560.003.0009
Subject:
Economics and Finance, Financial Economics

In the pantheon of mutual fund scandals, market timing may be the last—or lowest—among equals, as this chapter sugggests. When Eliot Spitzer hurled incendiary accusations at the mutual fund industry ... More


Performance of Global Mutual Funds

Tarik Bazgour, Laurent Bodson, and Danielle Sougné

in Mutual Funds and Exchange-Traded Funds: Building Blocks to Wealth

Published in print:
2015
Published Online:
November 2015
ISBN:
9780190207434
eISBN:
9780190207465
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190207434.003.0028
Subject:
Economics and Finance, Financial Economics

Global and international mutual funds provide U.S. investors with an effective way to gain from international diversification. However, due to the complexity of international markets, performance ... More


Agency Problems in Delegated Portfolio Management

Douglas Cumming, Na Dai, and Sofia A. Johan

in Hedge Fund Structure, Regulation, and Performance around the World

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199862566
eISBN:
9780199332762
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199862566.003.0002
Subject:
Economics and Finance, Financial Economics

Chapter 2 describes the standard principal-agent problems arising from delegated portfolio management, and analyses existing theoretical and empirical works on the agency problems in traditional ... More


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