Rastogi, Vivek Raj; Vishvakarma, Niraj Kumar; Dhar, Joydip - In: International Journal of Economics and Business Research 4 (2012) 4, pp. 393-411
The central idea of this study is to analyse the moving average timing model that improves the risk-adjusted returns across various asset classes. This quantitative method tests Bombay Stock Exchange Index since 2000 on other diverse and publicly traded asset class indices, including the...