This study analyzes the potential effectiveness of using simple technical analysis indicators to determine the overall riskiness of portfolio asset allocation. Using the 200-day simple moving average of the S&P500 as our technical indicator in two separate strategies, we employ a “risk-on”...

"Traditionally, investments textbooks tend to fall into one of two camps. The first type has a greater focus on portfolio management and covers a significant amount of portfolio theory. The second type is more concerned with security analysis and generally contains fairly detailed coverage of...

"Traditionally, investments textbooks tend to fall into one of two camps. The first type has a greater focus on portfolio management and covers a significant amount of portfolio theory. The second type is more concerned with security analysis and generally contains fairly detailed coverage of...

I examine the pricing differences between two S&P500 ETFs (ticker symbols SPY and IVV) and the underlying stock index. I find that, on average, both ETFs trade at a premium relative to the S&P500; however, the level of the daily premium (and, on occasion, discount) varies between the two securities,...