Dear members of the Behavioral-Finance Group, I would like to ask if someone has the article: Advances in Prospect Theory: Cumulative Representation of...
Hi, all members and visitors ! It will be a short letter, as I suppose that in the present state of the world, where huge geopolitical shifts seem to take...
What you call modern research is called here plain old superstition and magic cult. Our group's description states clearly: WARNING: astrology, numerology,...
Dear members, Recently I was thinking about whether the disposition effect documented by Thaler/Statman/Odean could explain autocorrelation of stock returns. ...
Thanks, Dominick for the interesting hypothesis. I don't know if studies have been made which support it or not, and I hope some members have replies about...
I was wondering if I could mine the brains of folks here. I am looking for information pertaining to sector contributions to US GDP. Anyone know of a place...
In Chaos and the Capital Markets, Edgar Peters's finding was that the only statistically significant autocorrelation was volatility. Days with big moves tended...
Thanks for your remark. My own finding however is that from 1990 to 2001, monthly returns of most european small-cap and new-market stock indices autocorrelate...
Did anyone ever give Youlian an answer, as I'm also interested. Thanx in advance, Bob Bronson Bronson Capital Markets Research ... From: youlian_troyanov...
Our work agrees, and we also find auto correlations, or cycle-trend persistence, in cross-correlations, like especially between the stock and bond markets over...
I am interested in pursuing a doctorate in Behavioral Finance. Though I understand that there are not yet specialized programs in this area, I am wondering if...
I think you should look at those Universities where the behavioral finance professors are, like Richard Thaler at University of Chicago, Schleiffer at the ...
Thanks Arturo. Pls. let me know any others that come to mind. David Arturo Gutierrez <argujo@...> wrote:I think you should look at those Universities...
I'd greatly appreciate any suggestions you might be able to offer regarding the following problem. The data are all ** categorical ** , interval in nature....
Being a puzzle freak, this was a fun optimization problem to solve, Nicholas, but since I have not been formally educated or otherwise trained in this kind of...
MessageBob, Have you used ModelQuest (No longer on the market) or it's derivative model "GMDH"? It would have derived this equation is a mater of seconds. Guy...
Hello Everyone! I have been a member of this group for a long period of time but preferred just to read the correspondence and contributed to some of our...
M. Banu Durukan
Banu.Durukan@...
Apr 9, 2003 3:10 pm
5135
Thanx, Guy, but it only took me several minutes. Does that program come up with the exact same solution? Would you or someone else mind sending me their...
MessageBob, I am attaching the output from the ModelQuest program. The "C" source code will give you the polynomials generated by ModelQuest using the inputs...
So, are you saying that a bet that the market will do today what it did yesterday, will outperform a buy-and-hold strategy over time? I'm willing to believe...
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John - ... Of course this is not generally the case, but using MONTHLY returns of european new market indices it would have worked since these indices were set...
Hi, thats my first propositive post but thinking about stock prices i thought that one variable was never tool in consideration: The time span of investors...
Nik, Charles Kadlec,author of Dow 100,000: Fact or Fiction has developed what is called the Seligman Time Horizon Matrix Basically an individual's asset...
Dick March
rmarch@...
Apr 14, 2003 9:52 pm
5143
The theory would be that the next guy decides the price he'll buy it from you at on the basis of *his* investment horizon, and so on forever. This leads to the...
... Paul A. Samuelson (1963) showed that investors should not change their exposure to risky assets based on their time horizon. Assumptions: 1. Investors have...