Fundamental Analysis, Technical Analysis, and Mutual Fund Performance

DOI10.1142/9789811202391_0087zbMATH Open1454.91224OpenAlexW3080808820MaRDI QIDQ5139517

Cheng-Few Lee

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0087

zbMATH Keywords

ARIMA modelsmoving averagetechnical analysistrading volumecomponent analysisfundamental analysisconfidence indexcomposite forecastingSharpe performance measureTreynor performance measureDow theoryJensen performance measureodd-lot theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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