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To: Moominoid who wrote (62489)4/22/2005 4:54:25 PM
From: shades  Read Replies (1) | Respond to of 74559
 
I really appreciate your info - I am a big believer of back testing - the Phd's at dimensional fund advisors - ken french and eugene fama have done a lot of such research.

Also brinson and beebaur published a paper - determinants of portfolio performance where they analyzed asset allocation going back many years and many people at the annuity offices like quoting that one - but Ibbotson countered some misconceptions:

ibbotson.com

I am a big believer in back testing - if using back testing shows there are flaws in the theory - have to modify the theory or discard it completely I feel.

I am well read in journals and academic papers of indexing - I read most of these people and journals at my local college library.

student.ulb.ac.be
A listing of top economists

ideas.repec.org

in-cites.com
Here are the top cited economists recently from thomson scientific.

in-cites.com
List of the top 10 economic journals over three time frames.

And all that is great for macro thoery or general finance
but intraday stock trading research is gonna be my new hobby I guess - hehe - so far I am hearing phil grandie say watch the banking index - watch the 200 and 50 day MA and watch accumulation and that is all you really need? hehe