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Testing the profitability of moving-average rules as a portfolio selection strategy · Study

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ArticleTesting the profitability of moving-average rules as a portfolio selection strategy

Vlad Pavlov2012

Article2012

Testing the profitability of moving-average rules as a portfolio selection strategy

Vlad Pavlov · Stan Hurn

26 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1996Momentum Strategies 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation 1994Market Statistics and Technical Analysis: The Role of Volume 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 1998An Anatomy of Trading Strategies

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2015Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach

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Year2012

Typearticle

Published2012-04-24

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2012.04.003

openalex_workW1974419671

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