3 citations · 8 across the 41 of their papers we have counts for
5 papers · 1 filter
S&P 500 returns revisited
Ivan O. Kitov, Oleg I. Kitov
The predictions of the S&P 500 returns made in 2007 have been tested and the underlying models amended. The period between 2003 and 2008 should be described by the dependence of th…
Modeling share prices of banks and bankrupts
Ivan O. Kitov
Share prices of financial companies from the S&P 500 list have been modeled by a linear function of consumer price indices in the USA. The Johansen and Engle-Granger tests for coin…
What is the best firm size to invest?
Ivan O. Kitov
Significant differences in the evolution of firm size distribution for various industries in the United States have been revealed and documented. For theoretical considerations, th…
Mechanical Model of Personal Income Distribution
Ivan O. Kitov
A microeconomic model is developed, which accurately predicts the shape of personal income distribution (PID) in the United States and the evolution of the shape over time. The und…
Exact prediction of S&P 500 returns
Ivan O. Kitov, Oleg I. Kitov
A linear link between S&P 500 return and the change rate of the number of nine-year-olds in the USA has been found. The return is represented by a sum of monthly returns during pre…