Investor timing behavior under imperfect timing information in the factor model

Autor: Howell, Sydney D., Armada, Manuel José da Rocha

Publikováno v: Revista de Administração Contemporânea v.2 n.2 1998
RAC. Revista de Administração Contemporânea
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
instacron:ANPAD
Revista de Administração Contemporânea, Volume: 2, Issue: 2, Pages: 21-7, Published: AUG 1998

We generalize a model of timing behavior in the factor model, developed by Admati et al. (1986) and show that, in the generalized model, some universal statements made by these authors no longer hold. The more generalized model contains, as special c

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http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1415-65551998000200002

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Parameter instability in learning curve models.

Autor: Howell, Sydney D.¹

Publikováno v: International Journal of Forecasting. Dec90, Vol. 6 Issue 4, p541-547. 7p.