Works matching DE "BUY-and-hold investing"
Results: 24
The Returns and Risk of Dynamic Investment Strategies: A Simulation Comparison.
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- International Journal of Business & Economics, 2016, v. 15, n. 1, p. 79
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Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500.
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- Quantitative Finance, 2019, v. 19, n. 6, p. 921, doi. 10.1080/14697688.2018.1537503
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The buy-and-hold horizon and portfolio choice.
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- Quantitative Finance, 2013, v. 13, n. 2, p. 159, doi. 10.1080/14697688.2012.728711
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OUTPERFORMING THE BROAD MARKET: AN APPLICATION OF CAN SLIM STRATEGY.
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- ASBBS eJournal, 2013, v. 9, n. 1, p. 90
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The Performance of Market-Timing Strategies of Italian Mutual Fund Investors.
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- Economic Notes, 2018, v. 47, n. 1, p. 5, doi. 10.1111/ecno.12093
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An Intermarket Approach to Beta Rotation The Strategy, Signal and Power of Utilities.
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- Journal of Technical Analysis, 2014, n. 68, p. 7
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The Buy-and-Hold Market Timer.
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- B>Quest, 2018, p. 1
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Testing rebalancing strategies for stock-bond portfolios across different asset allocations.
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- Applied Economics, 2016, v. 48, n. 9, p. 772, doi. 10.1080/00036846.2015.1088139
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Can technical oscillators outperform the buy and hold strategy?
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- Applied Economics, 2015, v. 47, n. 30, p. 3189, doi. 10.1080/00036846.2015.1013609
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Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds.
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- Emerging Markets Finance & Trade, 2018, v. 54, n. 11, p. 2455, doi. 10.1080/1540496X.2018.1464907
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Improved calendar time approach for measuring long-run anomalies.
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- Cogent Economics & Finance, 2015, v. 3, n. 1, p. 1, doi. 10.1080/23322039.2015.1065948
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Validity of Technical Analysis Indicators: A Case of KSE-100 Index.
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- Abasyn University Journal of Social Sciences, 2017, v. 10, n. 1, p. 1
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Portfolio Rebalancing - Hype or Hope?
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- Journal of Business Inquiry: Research, Education & Application, 2015, v. 14, n. 2, p. 79
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The Impact of Open-Market Share Repurchases on Long-Term Stock Returns: Evidence from the Taiwanese Market.
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- Emerging Markets Finance & Trade, 2012, v. 48, p. 200, doi. 10.2753/REE1540-496X48S212
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Financial ratios applied to portfolio selection: Electre III methodology in buy-and-hold strategy.
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- Revista Organizações em Contexto, 2013, v. 9, n. 17, p. 281, doi. 10.15603/1982-8756/roc.v9n17p281-319
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Trading Volatility: At What Cost?
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- Journal of Portfolio Management, 2013, v. 40, n. 1, p. 95, doi. 10.3905/jpm.2013.40.1.095
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Trend-Oriented Training for Neural Networks to Forecast Stock Markets.
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- Asia Pacific Management Review, 2013, v. 18, n. 2, p. 181, doi. 10.6126/APMR.2013.18.2.04
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Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*.
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- Review of Finance, 2014, v. 18, n. 4, p. 1507, doi. 10.1093/rof/rft037
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BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 8, p. N.PAG, doi. 10.1142/S0219024918500516
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Intra-Day Trading System Design Based on the Integrated Model of Wavelet De-Noise and Genetic Programming.
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- Entropy, 2016, v. 18, n. 12, p. 435, doi. 10.3390/e18120435
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ASSESING PERFORMANCE OF MOVING AVERAGE INVESTMENT TIMING STRATEGY OVER THE UK STOCK MARKET.
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- Journal of Developing Areas, 2017, v. 51, n. 3, p. 349, doi. 10.1353/jda.2017.0077
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Horizon Effects in Average Returns: The Role of Slow Information Diffusion.
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- Review of Financial Studies, 2016, v. 29, n. 8, p. 2241, doi. 10.1093/rfs/hhw024
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A Taxonomy of Anomalies and Their Trading Costs.
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- Review of Financial Studies, 2016, v. 29, n. 1, p. 104, doi. 10.1093/rfs/hhv063
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Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets.
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- Review of Financial Studies, 2015, v. 28, n. 12, p. 3303, doi. 10.1093/rfs/hhv047
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