search query: @author Wong, M. C. S. / total: 1
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Author: | Wong, M. C. S. |
Title: | Fund management performance, trend-chasing technical analysis and investment horizons: A case study |
Journal: | Omega
1997 : FEB, VOL. 25:1, p. 57-63 |
Index terms: | PORTFOLIO MANAGEMENT FUNDS STOCK MARKETS INVESTMENTS HONG KONG |
Language: | eng |
Abstract: | This article examines the usefulness of trend-chasing technical rules for portfolio management in the Hong Kong stock market, providing evidence that some rule-based portfolios have a consistently superior market timing ability regardless of investment horizons. The findings are useful for fund management, for example if a fund manager utilises the trend-chasing technical rules to time the Hong Kong stock market and select underpriced stocks. |
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