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Article Archive For Anatoly B. Schmidt, PhD

  • Improving Stock Hedging With Industry Beta

    ARTICLE SYNOPSIS ...Industry-specific news affects stock prices. Therefore, adding the industry beta to the classical hedging model based on the market beta can considerably improve the efficiency of stock hedging. We'll explain how...

  • Momentum Trading Strategies Through The Academic Lens

    ARTICLE SYNOPSIS ...Here's a brief survey of the dominant approaches to momentum trading strategies, with a look at comparing performance of different types of momentum strategies versus buy-and-hold over different time periods...

  • How To Describe Corrections In The US Equity Market

    ARTICLE SYNOPSIS ...Even when you assign a fairly concrete definition to the term "correction" or "bear market", it's still not easy to know at what point one began. Here is one proposed solu...






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