Optimal Goals-Based Investment Strategies For Switching Between Bull and Bear Markets

2021 ◽  
Author(s):  
Sanjiv Ranjan Das ◽  
Daniel N Ostrov ◽  
Aviva Casanova ◽  
Anand Radhakrishnan ◽  
Deep Srivastav
Keyword(s):  
Investment Strategies ◽  
Bear Markets ◽  
Bull And Bear Markets

Optimal Goals-Based Investment Strategies for Switching Between Bull and Bear Markets

2021 ◽  
pp. jwm.2021.1.161
Author(s):  
Sanjiv R. Das ◽  
Daniel Ostrov ◽  
Aviva Casanova ◽  
Anand Radhakrishnan ◽  
Deep Srivastav
Keyword(s):  
Investment Strategies ◽  
Bear Markets ◽  
Bull And Bear Markets

scholarly journals Strategies of portfolio investment with estimates of bull and bear markets

2021 ◽  
Vol 19 (4) ◽  
pp. 160-185
Author(s):  
Pedro L. Valls Pereira ◽  
André Barbosa De Oliveira
Keyword(s):  
Stock Market ◽  
Financial Market ◽  
Multivariate Model ◽  
Portfolio Investment ◽  
Investment Strategies ◽  
Market Index ◽  
Return Behavior ◽  
Bear Markets ◽  
Market Status ◽  
Bull And Bear Markets

The financial market has non-linear patterns, with different return behavior in bull versus bear markets. This article uses multivariate model estimates to study portfolios in changing conditions, and develops investment strategies for portfolios in light of uncertainty about the bear or bull status of the stock market. Portfolios were optimized for the main stocks listed on the Brazilian market index Ibovespa. The portfolios proposed with estimates of changing market status outperformed others over the analyzed period, with rebalancing adjustments made either weekly or monthly.

Do Institutional Traders Predict Bull and Bear Markets?

2011 ◽  
Author(s):  
Bahattin Buyuksahin ◽  
Celso Brunetti ◽  
Jeffrey H. Harris
Keyword(s):  
Bear Markets ◽  
Bull And Bear Markets

Weekend gold returns in bull and bear markets

2012 ◽  
Vol 53 (3) ◽  
pp. 609-622 ◽  
Author(s):  
Laurence E. Blose ◽  
Vijay Gondhalekar
Keyword(s):  
Bear Markets ◽  
Bull And Bear Markets
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