Five themes of US home price cycles: a dynamic modelling approach
…, AG Malliaris, M Malliaris, MS Rzepczynski - Annals of Operations …, 2024 - Springer
After the Global Financial Crisis, the US housing market has been studied extensively from
several dimensions to assess the causes for the price crash during 2007–2012. In this paper, …
several dimensions to assess the causes for the price crash during 2007–2012. In this paper, …
Risk premiums in financial futures markets: The case of treasury bond futures
MS Rzepczynski - The Journal of Futures Markets (1986-1998), 1987 - search.proquest.com
Apart from their hedging functions, futures instruments may convey information concerning
market expectations of future spot prices. If
market expectations of future spot prices. If
Beyond greed and fear: understanding behavioral finance and the psychology of investing (a review)
MS Rzepczynski - 2000 - Taylor & Francis
… Rzepczynski Martin S. Fridson, CFA, is chief high-yield strategist at Merrill Lynch &
Company in New York. … Fridson Martin S. Fridson, CFA, is chief high-yield strategist at …
Company in New York. … Fridson Martin S. Fridson, CFA, is chief high-yield strategist at …
Alternative investment due diligence: a survey on key drivers for manager selection
MS Rzepczynski, K Black - The Journal of Alternative Investments, 2021 - pm-research.com
While investor surveys have been conducted by accounting firms, banks, and consultants to
assess the choices for a specific alternative investment style, the general focus of these …
assess the choices for a specific alternative investment style, the general focus of these …
Market Vision and Investment Styles
MS Rzepczynski - The Journal of Alternative Investments, 1999 - pm-research.com
The development of a simple taxonomy for trading style based on a worldview can serve as
an important differentiation across money managers and provide insight into how many …
an important differentiation across money managers and provide insight into how many …
How Do Investment Managers Think? A Framework for Decision-Making Due Diligence
MS Rzepczynski - The Journal of Alternative Investments, 2009 - search.proquest.com
The quality of decision-making is often as important as the performance results when
distinguishing investment pro-fessionals, and it is fundamental for any due diligence analy-sis. The …
distinguishing investment pro-fessionals, and it is fundamental for any due diligence analy-sis. The …
richard ennis's insights Have Alternative Investments Helped or Hurt?
…, M Lischetti, M Steliaros, MS Rzepczynski… - The Journal of …, 2024 - pm-research.com
The Journal of Investing (JOI) is a scholarly journal for the financial services industry, appealing
to both the academic and practitioner audiences. The JOI offers practical analysis and …
to both the academic and practitioner audiences. The JOI offers practical analysis and …
“I Have Never Seen a Bad Backtest”: Modeling Reality in Quantitative Investing
MS Rzepczynski, A Brunner, P Wild - The Journal of Investing, 2023 - pm-research.com
Backtests often are discounted based on the expected failure between live and simulated (theoretical)
trading. These failures are associated with the modeling assumptions that …
trading. These failures are associated with the modeling assumptions that …
Fooled by Randomness: The Hidden Role of Chance in the Markets and in Life (a review)
MS Rzepczynski - 2002 - Taylor & Francis
The author of this book pinpoints the reasons for the overconfidence of traders and other
investment professionals about their trading skills and describes their inability to appreciate …
investment professionals about their trading skills and describes their inability to appreciate …
Bitcoin and the Academy
…, M Lischetti, M Steliaros, MS Rzepczynski… - The Journal of …, 2023 - pm-research.com
The Journal of Investing (JOI) is a scholarly journal for the financial services industry, appealing
to both the academic and practitioner audiences. The JOI offers practical analysis and …
to both the academic and practitioner audiences. The JOI offers practical analysis and …