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1 Ergebnisse
1
Market Timing: Style and Size Rotation Using the VIX:
Maggie M. Copeland
;
Copeland, Thomas E.
Financial Analysts Journal. 55 (1999) 2 - p. 73-81 , 1999
Link:
https://www.jstor.org/stable/4480156
RT Journal T1
Market Timing: Style and Size Rotation Using the VIX
UL https://suche.suub.uni-bremen.de/peid=jstor-4480156&Exemplar=1&LAN=DE A1 Maggie M. Copeland A1 Copeland, Thomas E. PB The Association for Investment Management and Research YR 1999 SN 0015-198X K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial instruments K1 Financial securities K1 Capital stocks K1 Growth stocks K1 Financial investments K1 Financial portfolios K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Percentages K1 Percentage distributions K1 Percentage change K1 Physical sciences K1 Physics K1 Mechanics K1 Classical mechanics K1 Kinetics K1 Gyration K1 Rotation K1 Investment funds K1 Mutual funds K1 Stock prices K1 Measures of variability K1 Statistical variance K1 Statistical results K1 Statistical properties K1 Statistical significance K1 Law K1 Civil law K1 Contract law K1 Contracts K1 Financial contracts K1 Derivative contracts K1 Futures contracts K1 Business K1 Business operations K1 Commerce K1 Pricing K1 Price volatility JF Financial Analysts Journal VO 55 IS 2 SP 73 OP 81 LK http://dx.doi.org/https://www.jstor.org/stable/4480156 DO https://www.jstor.org/stable/4480156 SF ELIB - SuUB Bremen
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