Identifying Overvalued and Undervalued Stock Market and Market Timing in Retirement Funds

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 179
  • Download : 0
This study predicts overvalued or undervalued market ex ante. Based on the arguments of price reversion and momentum in the stock market, the study forms and tests a market timing strategy in managing retirement funds. It provides a simple algorithm for automated trade, which is able to provide performance consistently surpassing the overall stock market in the long run.
Publisher
ProQuest LLC
Issue Date
2018-12
Language
English
Citation

JOURNAL OF PERSONAL FINANCE, v.17, no.2, pp.37 - 42

ISSN
1540-6717
URI
http://hdl.handle.net/10203/248702
Appears in Collection
RIMS Journal Papers
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0