Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Matthew Lutey"'
Autor:
Tarun Mukherjee, Matthew Lutey
Publikováno v:
Applied Finance Letters, Vol 12, Iss 1 (2023)
AAII.com ranks four stock-picking models by Buffet, Graham, Greenblatt, and O’Neil (CAN SLIM) that consistently outperform the S&P 500. Implementing these models requires complicated procedures an average investor might find challenging. Also, the
Externí odkaz:
https://doaj.org/article/e84bbb008b2446d1af5aaf9adf636219
Autor:
Matthew Lutey
Publikováno v:
Journal of Finance Issues. 20:27-46
We test whether the moving average indicator is profitable in trend following and compare the result with common momentum indicators such as Relative Strength Index (RSI) and Bollinger Band (BB). Our sample runs from January 1, 1963, through December
Publikováno v:
Journal of International Finance and Economics. 22:56-70
Autor:
Matthew Lutey, Tarun K. Mukherjee
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
The Journal of Portfolio Management. 47:168-175
This article examines the use of technical analysis, namely, a moving-average technique, to improve upon a buy-and-hold investment strategy during financial bubbles. Econometric techniques can identify financial bubbles in real time, and these techni
Autor:
Matthew Lutey, James D. Thomas
Publikováno v:
International Journal for Innovation Education and Research. 7:816-826
How can we best prepare students for careers in our competitive environment? This paper examines how group work or cooperative learning is beneficial in the learning process. It examines certain areas of learning that lend themselves to cooperative l
Publikováno v:
Asian Journal of Economic Modelling. 6:274-286
This paper provides an alternative view of the popular CAN SLIM investing strategy by modifying and weighting the criterion. The modified criterion is used to build a portfolio in each of three overlapping time frames. The results of the study are co
Publikováno v:
Practical Applications. 9:1.3-4
In Who Is Better at Investment Decisions: Man or Machine?, from the Winter 2020 issue of TheJournal of Wealth Management, J. P. Harrison and S. Samaddar (both of Georgia State University) examine whether robo-advisers construct better-performing port