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Enhanced Modern Portfolio Theory via...

Waltzek, Chris Gilbert.

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Enhanced Modern Portfolio Theory via Long Memory Regimes.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Enhanced Modern Portfolio Theory via Long Memory Regimes./
Author:	Waltzek, Chris Gilbert.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2016,
Description:	152 p.
Notes:	Source: Dissertation Abstracts International, Volume: 78-04(E), Section: A.
Contained By:	Dissertation Abstracts International78-04A(E).
Subject:	Economic theory. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10160710
ISBN:	9781369156164

Enhanced Modern Portfolio Theory via Long Memory Regimes.
Waltzek, Chris Gilbert.

Enhanced Modern Portfolio Theory via Long Memory Regimes. - Ann Arbor : ProQuest Dissertations & Theses, 2016 - 152 p.

Source: Dissertation Abstracts International, Volume: 78-04(E), Section: A.

Thesis (Ph.D.)--Northcentral University, 2016.

This study involves an examination of the relationships between empirical market inefficiency and financial crises. The chief purpose of this experimental investigation is the enhancement of modern portfolio theory through a resolution to persistent market inefficiency and the efficient market hypothesis. A secondary study purpose is the establishment of a financial crisis-warning alert for the betterment of global society. The quantitative methodology utilizes t-Tests to facilitate statistical comparisons of the experimental portfolios vs. the control portfolios. The control portfolios receive fixed, continual contributions, while the experimental portfolios acquire new funds only amid favorable price regimes. The study population samples are comprised of approximately 20 years of index price data sans individual identifiers, from the Yahoo Finance website.

ISBN: 9781369156164Subjects--Topical Terms:

1556984
Economic theory.

Enhanced Modern Portfolio Theory via Long Memory Regimes.
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245 1 0 $a Enhanced Modern Portfolio Theory via Long Memory Regimes.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2016
300 $a 152 p.
500 $a Source: Dissertation Abstracts International, Volume: 78-04(E), Section: A.
500 $a Advisers: Andrew Carpenter; Melanie Shaw.
502 $a Thesis (Ph.D.)--Northcentral University, 2016.
520 $a This study involves an examination of the relationships between empirical market inefficiency and financial crises. The chief purpose of this experimental investigation is the enhancement of modern portfolio theory through a resolution to persistent market inefficiency and the efficient market hypothesis. A secondary study purpose is the establishment of a financial crisis-warning alert for the betterment of global society. The quantitative methodology utilizes t-Tests to facilitate statistical comparisons of the experimental portfolios vs. the control portfolios. The control portfolios receive fixed, continual contributions, while the experimental portfolios acquire new funds only amid favorable price regimes. The study population samples are comprised of approximately 20 years of index price data sans individual identifiers, from the Yahoo Finance website.
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650 4 $a Finance. $3 542899
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856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10160710