IDEAS home Printed from https://ideas.repec.org/a/vrs/ecobus/v27y2015i1p53-57n8.html
   My bibliography  Save this article

Investment Planning in the Context of Business Cycle Volatility

Author

Listed:
  • Nazarova Jekaterina

    (Riga Technical University)

Abstract

The presented research describes methods, used to evaluate and choose more efficient solutions, regarding participation in stock market activities. A newly developed forecasting model, based on classically applied and time-proven methodologies, was created. Its aim was to ease the decision-making in the related area as well as to rationalize the optimal investment portfolio structure determination process.

Suggested Citation

  • Nazarova Jekaterina, 2015. "Investment Planning in the Context of Business Cycle Volatility," Economics and Business, Sciendo, vol. 27(1), pages 53-57, August.
  • Handle: RePEc:vrs:ecobus:v:27:y:2015:i:1:p:53-57:n:8
    DOI: 10.1515/eb-2015-0008
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/eb-2015-0008
    Download Restriction: no

    File URL: https://libkey.io/10.1515/eb-2015-0008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. James Kozyra & Camillo Lento, 2011. "Using VIX data to enhance technical trading signals," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1367-1370.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Camillo Lento & Nikola Gradojevic, 2022. "The Profitability of Technical Analysis during the COVID-19 Market Meltdown," JRFM, MDPI, vol. 15(5), pages 1-19, April.
    2. Zhu, Sha & Liu, Qiuhong & Wang, Yan & Wei, Yu & Wei, Guiwu, 2019. "Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    3. Imlak Shaikh & Puja Padhi, 2014. "The forecasting performance of implied volatility index: evidence from India VIX," Economic Change and Restructuring, Springer, vol. 47(4), pages 251-274, November.
    4. VDMV Lakshmi & Garima Sisodia & Anto Joseph & Aviral Kumar Tiwari, 2024. "The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3007-3022, July.
    5. Jadhao, Gaurav & Chandra, Abhijeet, 2017. "Application of VIX and entropy indicators for portfolio rotation strategies," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1367-1371.
    6. Day, Min-Yuh & Ni, Yensen & Huang, Paoyu, 2019. "Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 349-372.
    7. Tzu‐Pu Chang, 2021. "Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns," International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 336-344, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vrs:ecobus:v:27:y:2015:i:1:p:53-57:n:8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.sciendo.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.