A more predictive index of market sentiment

T Feldman - Journal of Behavioral Finance, 2010 - Taylor & Francis
Recently, finance literature has turned to non-economic factors such as investor sentiment as
possible determinants of asset prices. Using mutual fund data, I calculate a new sentiment …

Buy and Hold Versus Timing Strategies: The Winner Is...

T Feldman, A Jung, J Klein - Journal of Portfolio Management, 2015 - search.proquest.com
The authors propose three simple market-timing strategies and compare them to other
commonly known strategies, such as the yield curve, earnings yield vs. Treasury yield, Shiller …

Asset price formation and behavioral biases

T Feldman, G Lepori - Review of Behavioral Finance, 2016 - emerald.com
Purpose The purpose of this paper is to examine the debate on whether psychology affects
asset prices using agent-based modeling. Design/methodology/approach The authors set up …

The quest for excellence in designing CS1/CS2 assignments

TJ Feldman, JD Zelenski - ACM Sigcse Bulletin, 1996 - dl.acm.org
We identify the principles involved in designing effective programming assignments for CS1/CS2.
Through a case study of a particularly successful recursion assignment, we establish …

A new behavioral finance mean variance framework

T Feldman, S Liu - Review of Behavioral Finance, 2023 - emerald.com
Purpose The author proposes an update to the mean variance (MV) framework that replaces
a constant risk aversion parameter using a dynamic risk aversion indicator. The contribution …

Portfolio manager behavior and global financial crises

T Feldman - Journal of Economic Behavior & Organization, 2010 - Elsevier
I develop a two market agent-based model to study how global portfolio managers affect
global financial crises and stability. First, I create an agent-based model where fund managers …

Contagious investor sentiment and international markets

T Feldman, S Liu - The Journal of Portfolio Management, 2017 - jpm.pm-research.com
The authors use a new index of investor sentiment for six developed stock markets to
determine how the correlations of sentiment impact future market return correlations. Statistical …

Behavioral biases and investor performance

T Feldman - Algorithmic Finance, 2011 - content.iospress.com
Research indicates that individual investors trade excessively and underperform the market
indices, Barber and Odean (2000). The purpose of this paper is to help explain which …

Use of professional industry interaction to enhance engineering education

…, CE Waters, GR Dziuvenis, TM Feldman - Journal of Architectural …, 2014 - ascelibrary.org
The Architectural Engineering Program at the University of Nebraska–Lincoln has benefitted
from forming partnerships with professionals in the building design industry. These …

Human and artificial agents in a crash-prone financial market

T Feldman, D Friedman - Computational Economics, 2010 - Springer
We introduce human traders into an agent based financial market simulation prone to bubbles
and crashes. We find that human traders earn lower profits overall than do the simulated …