Revisiting the Profitability of Market Timing with Moving Averages
Year of publication: |
2016
|
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Authors: | Zakamulin, Valeriy |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | Rentabilität | Profitability | Kapitalmarkttheorie | Financial economics | Wertpapierhandel | Securities trading | ARMA-Modell | ARMA model |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 25, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2743119 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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