Showing 41 - 50 of 74
Persistent link: https://www.econbiz.de/10011863257
Persistent link: https://www.econbiz.de/10011921028
Persistent link: https://www.econbiz.de/10011960274
Persistent link: https://www.econbiz.de/10011905859
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234
Persistent link: https://www.econbiz.de/10011316599
Persistent link: https://www.econbiz.de/10010233370
Persistent link: https://www.econbiz.de/10010201509
Persistent link: https://www.econbiz.de/10010402975
Persistent link: https://www.econbiz.de/10010382637