The principal objective of this study was to compare the results of a proposed method based upon the response surface model to the Taguchi method. To modify the
Taguchi method, the proposed model was developed to encompass the following
objectives. The first, with the exception of the Taguchi inner array,...
The goal of this study is to test the accuracy of
various mutual fund timing and selectivity models under a
range of portfolio managerial skills and varying market
conditions. Portfolio returns in a variety of skill
environments are generated using a simulation procedure. The
generated portfolio returns are based on...