Global ETD Search

1	Optimal asset allocation problems under the discrete-time regime-switching model Cheung, Ka-chun, 張家俊 January 2005 (has links) published_or_final_version / abstract / toc / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy Asset allocation - Mathematical models. Markov processes.
2	The performance of some new technical signals for investment timing / Ipperciel, David. January 1998 (has links) Each of the three essays in this dissertation deals with asset timing or allocation using technical techniques and pattern recognition. The first essay uses a technical indicator, the stochastic oscillator, for market timing in the bond market. The trading strategy using this technical indicator is optimized using a genetic algorithm The second essay finds that a measure of market chaos improves the performance of a simple trend-following technique in the stock market. The last essay uses technical analysis for asset allocation. A neural network with technical indicator inputs outperforms both a passive asset mix strategy and a neural network with economic data as inputs. Speculation -- Mathematical models. Asset allocation -- Mathematical models.
3	The performance of some new technical signals for investment timing / Ipperciel, David. January 1998 (has links) No description available. Asset allocation -- Mathematical models. Speculation -- Mathematical models.