Tactical asset allocation on technical trading rules and data snooping
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DOI: 10.1016/j.pacfin.2018.08.003
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Cited by:
- Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021. "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
- Yafeng Qin & Guoyao Pan & Min Bai, 2020. "Improving market timing of time series momentum in the Chinese stock market," Applied Economics, Taylor & Francis Journals, vol. 52(43), pages 4711-4725, September.
- Yusuf Olatunji Oyedeko & Olusola Segun Kolawole & Regina Samson & Olena Voloshyna, 2023. "Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 83-91, June.
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Keywords
RC; SPA; FDR; Tactical Asset allocation;All these keywords.
JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
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