Show simple item record

dc.contributor.author Indrawati, Triyanti en_US
dc.date.accessioned 2007-06-01T19:21:12Z
dc.date.available 2007-06-01T19:21:12Z
dc.date.issued 2000-03-01T00:00:00Z en_US
dc.identifier.uri http://hdl.handle.net/1993/2325
dc.description.abstract If market-timing approach is used in investment strategy, the information on how market will perform in the next time period is needed. There are periods of time when equities perform much better than risk-free investment such as treasury bills. However, there are also periods when treasury bills perform better than equities. This thesis suggests a number of reasonable models for estimating the probability of equities outperforming treasury bills and for modeling the behavior of stock returns. Rosenbloom's sequential method (1999) is modified and used in order to determine which of the models is the best. This study has identified as a potential tool for selecting the best probability model for estimating the probability of equities outperforming treasury bill. en_US
dc.format.extent 16648775 bytes
dc.format.extent 184 bytes
dc.format.mimetype application/pdf
dc.format.mimetype text/plain
dc.language en en_US
dc.language.iso en_US
dc.rights info:eu-repo/semantics/openAccess
dc.title Sequential method for selecting the best probability model for equities en_US
dc.type info:eu-repo/semantics/masterThesis
dc.degree.discipline Faculty based MBA en_US
dc.degree.level Master of Science (M.Sc.) en_US


Files in this item

This item appears in the following Collection(s)

Show simple item record

View Statistics