Search Results - subject:"Buy‐and‐hold strategy"

Applications of CDS to bond portfolio management

Duyvesteyn, Johan; Jong, Marielle de; Fabozzi, Frank J.; … - In: The journal of asset management : a major new, … 25 (2024) 6, pp. 617-625

Persistent link: https://www.econbiz.de/10015192377

Improving MACD technical analysis by optimizing parameters and modifying trading rules: Evidence from the Japanese Nikkei 225 futures market

Kang, Byung-Kook - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-21

Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to verify efficiency with the traditional parameter settings of 12, 26, and 9 days. This study confirms that applying the...

Persistent link: https://www.econbiz.de/10012611595

Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market

Kang, Byung-Kook - In: Journal of risk and financial management : JRFM 14 (2021) 1/37, pp. 1-21

Persistent link: https://www.econbiz.de/10012417747

Performance of moving average trading rules on bse sustainability indices

Sharma, Sanjeet; Jaswal, Meenakshi - In: Mudra : journal of finance and accounting 10 (2023) 2, pp. 21-37

Persistent link: https://www.econbiz.de/10014488919

Beating the market with a simple proposed portfolio and technical trading rules

Metghalchi, Massoud; Cloninger, Peggy; Niroomand, Farhang - In: International journal of financial engineering 10 (2023) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10014444705

Managing a Shariah-compliant capital protected fund through turbulent times

Ahmad, Ferhana; Seyyed, Fazal Jawad; Ashfaq, Hafsa - In: Asian journal of management cases 17 (2020), pp. 32-41

Persistent link: https://www.econbiz.de/10012211463

What's so special about time series momentum?

Cai, Haotian; Schmidt, Anatoly B. - In: The journal of investment strategies 9 (2020) 2, pp. 33-43

Persistent link: https://www.econbiz.de/10012597142

Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

McAleer, Michael; Suen, John; Wong, Wing Keung - 2013

This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...

Persistent link: https://www.econbiz.de/10010326340

Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

McAleer, Michael; Suen, John; Wong, Wing Keung - Tinbergen Instituut - 2013

Persistent link: https://www.econbiz.de/10011257455

On Tobin's Multiperiod Portfolio Theorem

XIONG, Heping; ZHOU, Jingming - In: Journal for Economic Forecasting (2013) 3, pp. 199-208

analyzes the optimal two-period portfolio strategy compared with the buy-and-hold strategy, the stochastic rebalancing strategy …

Persistent link: https://www.econbiz.de/10010702349