10 Pulteney Street
Adelaide, South Australia 5005
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Adelaide Business School
in Total Papers Downloads
in Total Papers Citations
Market timing, moving average, technical analysis, conditional model
Market timing, security selection, moving average, technical analysis, conditional models
market timing, security selection, moving average, technical analysis, conditional models
Technical Analysis, Moving Average, Market Timing, US Index REIT
Dynamic Asset Pricing, Multivariate GARCH
Optimal Portfolio Weights, Benchmarking
Mean-Variance Spanning Tests, Bayesian Inference, International Investment
Portfolio efficiency, global minimum variance portfolio, mean-variance spanning.
Mutual funds, Unconditional performance evaluation, Conditional performance evaluation
Fundamental indexes, portfolio diversification, mean-variance spanning
C32, G12, dynamic asset pricing, multivariate GARCH
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.453 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you