Sequential method for selecting the best probability model for equities
If market-timing approach is used in investment strategy, the information on how market will perform in the next time period is needed. There are periods of time when equities perform much better than risk-free investment such as treasury bills. However, there are also periods when treasury bills pe...
| Main Author: | |
|---|---|
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://hdl.handle.net/1993/2325 |