Trend following with momentum versus moving averages : a tale of differences
Valeriy Zakamulin and Javier Giner
| Year of publication: |
2020
|
|---|---|
| Authors: | Zakamulin, Valeriy ; Giner, Javier |
| Subject: | Momentum | Moving average | Return predictability | Technical analysis | Trend following | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1716057 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262654