Fund management performance, trend-chasing technical analysis and investment horizons : A case study
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 57-63 |
| Journal / Publication | Omega |
| Volume | 25 |
| Issue number | 1 |
| Publication status | Published - Feb 1997 |
Link(s)
Abstract
The paper investigates the usefulness of trend-chasing technical rules for portfolio management in the Hong Kong stock market. It provides strong evidence that some rule-based portfolios have a consistently and significantly superior market timing ability than the usual benchmark portfolio, regardless of different investment horizons (2-5 y). © 1997 Elsevier Science Ltd. All rights reserved.
Research Area(s)
- Fund management, Investment, Market timing, Technical analysis
Citation Format(s)
Fund management performance, trend-chasing technical analysis and investment horizons: A case study. / Wong, Michael C. S.
In: Omega, Vol. 25, No. 1, 02.1997, p. 57-63.
In: Omega, Vol. 25, No. 1, 02.1997, p. 57-63.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
