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Timing the Market with a Combination of Moving Averages

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  • Paskalis Glabadanidis

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  • Paskalis Glabadanidis, 2017. "Timing the Market with a Combination of Moving Averages," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 353-394, September.
    • Handle: RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394
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    File URL: http://hdl.handle.net/10.1111/irfi.12107
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    References listed on IDEAS

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    2. Valeriy Zakamulin & Javier Giner, 2020. "Trend following with momentum versus moving averages: a tale of differences," Quantitative Finance, Taylor & Francis Journals, vol. 20(6), pages 985-1007, June.
    3. Zakamulin, Valeriy & Giner, Javier, 2023. "Optimal trend-following with transaction costs," International Review of Financial Analysis, Elsevier, vol. 90(C).

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