Results 241 to 250 of about 14,495,444 (299)
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SSRN Electronic Journal, 2023
We provide a comprehensive analysis of the timing success for equity risk factors. Our analysis covers over 300 risk factors (factor zoo) and a high dimensional set of predictors. The performance of almost all groups of factors can be improved through timing, with improvements being highest for profitability and value factors.
Reschenhofer, Christoph +3 more
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We provide a comprehensive analysis of the timing success for equity risk factors. Our analysis covers over 300 risk factors (factor zoo) and a high dimensional set of predictors. The performance of almost all groups of factors can be improved through timing, with improvements being highest for profitability and value factors.
Reschenhofer, Christoph +3 more
openaire +2 more sources
The Journal of Portfolio Management, 2017
It is common practice to refer to a factor premium’s current valuation when assessing its attractiveness—in effect using a single-value-factor model to gauge whether the factor is rich, fairly valued, or cheap. Meanwhile, studies have investigated how some factor premia are exposed to other factor premia in order to characterize their behavior over ...
openaire +1 more source
It is common practice to refer to a factor premium’s current valuation when assessing its attractiveness—in effect using a single-value-factor model to gauge whether the factor is rich, fairly valued, or cheap. Meanwhile, studies have investigated how some factor premia are exposed to other factor premia in order to characterize their behavior over ...
openaire +1 more source
The Journal of Portfolio Management, 2012
In this article, the authors propose a novel framework for building a factor-timing model. They introduce the concept of Akaike’s information criterion for selecting conditioning variables and evaluating various factor-timing specifications. Balancing the tradeoff between in-sample precision and complexity of the problem is the central theme of the ...
Ronald Hua +2 more
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In this article, the authors propose a novel framework for building a factor-timing model. They introduce the concept of Akaike’s information criterion for selecting conditioning variables and evaluating various factor-timing specifications. Balancing the tradeoff between in-sample precision and complexity of the problem is the central theme of the ...
Ronald Hua +2 more
openaire +1 more source
Aslib Proceedings, 1975
Orthodox library classification and cataloguing imply continuing and indefinite expansion of libraries and their buildings. This is no longer feasible. But ‘weeding’ of stocks is slow and labour‐costly. However, a simple subsidiary classification by year—‘Time‐Factor’—recorded on both book and catalogue entry will enable subsequent relegation of books ...
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Orthodox library classification and cataloguing imply continuing and indefinite expansion of libraries and their buildings. This is no longer feasible. But ‘weeding’ of stocks is slow and labour‐costly. However, a simple subsidiary classification by year—‘Time‐Factor’—recorded on both book and catalogue entry will enable subsequent relegation of books ...
openaire +1 more source
SSRN Electronic Journal, 2018
In this article, the authors define defensive factor timing as proactively using market signals—measures of aggregate risk tolerance, the effectiveness of diversification, and valuation measures—to reduce exposures to individual factors or a portfolio of factors when outlooks are unattractive.
Kristin Fergis +3 more
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In this article, the authors define defensive factor timing as proactively using market signals—measures of aggregate risk tolerance, the effectiveness of diversification, and valuation measures—to reduce exposures to individual factors or a portfolio of factors when outlooks are unattractive.
Kristin Fergis +3 more
openaire +1 more source
Factors Affecting Control Activation Time
Human Factors: The Journal of the Human Factors and Ergonomics Society, 1963Control activation time as a junction of control number, control density, activation sequence, control complexity, and link multiplicity was investigated. Although activation time was found to be significantly related to each factor, the number, density, and link multiplicity factors were considered to exert the greatest operational significance.
A I, SIEGEL +2 more
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1983
The pre-calculation methods dealt with in the preceding sections are based on the final state of ground movement over a single extraction area. In coal-mining this movement process can be regarded as complete 6 months to 5 years after the halting of operations, but in room-and-pillar working in, say, potash or other ore mining it may not be complete ...
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The pre-calculation methods dealt with in the preceding sections are based on the final state of ground movement over a single extraction area. In coal-mining this movement process can be regarded as complete 6 months to 5 years after the halting of operations, but in room-and-pillar working in, say, potash or other ore mining it may not be complete ...
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Factors predicting atracurium reversal time
Acta Anaesthesiologica Scandinavica, 1999Background: To identify individual factors and combination of factors predictive of reversal time (defined as time from neostigmine administration to train‐of‐four (TOF) ratio 0.70) from atracurium‐induced neuromuscular block, the present study tested the following variables as possible predictors of reversal time: 1) degree of block at the time of ...
H, Kirkegaard-Nielsen +3 more
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