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Zeitparametervariable Analyse und Visualisierung von Finanzdaten : Methoden der Investmentprozessbegleitung fondsgebundener Anlageformen

Schelwies, Norman - 2008 - 1. Aufl.

Viele aktive Entscheidungen bei der Anlage in Wertpapieren werden auf Basis von Informationen getroffen, die mit Hilfe empirischer Analysen historischer Finanzdaten gewonnen wurden. Leider sind die meisten Ergebnisse dieser Analysen sehr anfällig gegenüber einer Änderung der Zeitparameter,...

Persistent link: https://www.econbiz.de/10003678800

Asset allocation with time series momentum and reversal

He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457

Persistent link: https://www.econbiz.de/10011974221

Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate

Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 123-152

Persistent link: https://www.econbiz.de/10014325034

Simultaneously long short trading in discrete and continuous time

Baumann, Michael; Grüne, Lars - 2016

Persistent link: https://www.econbiz.de/10012321486

Technical analysis using Heiken Ashi Stochastic : to catch a trend, use a HASTOC

Trivedi, Smita Roy - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1836-1847

Persistent link: https://www.econbiz.de/10013184393

The trend is your friend : time-series momentum strategies across equity and commodity markets

Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592

Persistent link: https://www.econbiz.de/10011804328

Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets

Fong, Tom; Sze, Kin Wan; Ho, Ho Cheung - In: Journal of international financial markets, … 57 (2018), pp. 231-247

Persistent link: https://www.econbiz.de/10012127630

Trends everywhere

Babu, Abhilash; Levine, Ari; Ooi, Yao Hua; Pedersen, … - In: Journal of investment management : JOIM 18 (2020) 1, pp. 52-68

Persistent link: https://www.econbiz.de/10012254356

Intraday time-series momentum and investor trading behavior

Onishchenko, Olena; Zhao, Jing; Kuruppuarachchi, Duminda; … - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815827

Time-Series Momentum versus Moving Average Trading Rules

Marshall, Ben R. - 2015

Time-series momentum (TSMOM) and moving average (MA) trading rules are closely related; however there are important differences. TSMOM signals occur at points that coincide with a MA direction change, whereas MA buy (sell) signals only require price to move above (below) a MA. Our empirical...

Persistent link: https://www.econbiz.de/10013035908