Fund management performance, trend-chasing technical analysis and investment horizons: a case study

Michael Wong

Omega, 1997, vol. 25, issue 1, 57-63

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).

Keywords: technical; analysis; fund; management; investment; market; timing (search for similar items in EconPapers)
Date: 1997
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