Am Bahnhof 7
65812 Bad Soden am Taunus
Germany
http://www.dichtl-rc.de
dichtl research & consulting GmbH
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asset allocation, factor investing, factor timing, factor tilting, parametric portfolio policy
rebalancing, stock-bond portfolio, bootstrap, statistical inference
rebalancing, bootstrap, performance measurement, statistical inference, stock-bond portfolio
Sell in May, Halloween effect, bootstrap simulation, statistical inference, investment strategy
gold; market efficiency; investment strategies; monthly seasonalities; fundamental factors; technical indicators; superior predictive ability test
Equity risk premium prediction, data snooping bias
Portfolio insurance strategies, Omega ratio, bootstrap simulation, Monte Carlo simulation
Diversification, Risk Parity, Factor Completion, Multi-Asset Multi-Factor Investing
factor-based allocation, multiple testing
Market timing, expected utility theory, regret theory, anticipated utility theory, cumulative prospect theory, bootstrap simulation
optimal rebalancing, stock-bond portfolio, bootstrap, statistical inference
S&P 500 index, investment strategies, monthly seasonalities, fundamental factors, technical indicators, market anomalies, behavioral finance, superior predictive ability test
Sell in May, stock market anomaly, bootstrap simulation, statistical inference
Gold Excess Return Prediction, Fundamental Factors, Technical Factors, Diffusion Indices, Predictive Regression Models, Restrictions, Business Cycles
