Technical analysis
- Sentiment and the Performance of Technical IndicatorsShu Feng, Na Wang and Edward J. ZychowiczThe Journal of Portfolio Management April 2017, 43 (3) 112-125; DOI: https://doi.org/10.3905/jpm.2017.43.3.112
- Popularity versus Profitability: Evidence from Bollinger BandsJiali Fang, Ben Jacobsen and Yafeng QinThe Journal of Portfolio Management July 2017, 43 (4) 152-159; DOI: https://doi.org/10.3905/jpm.2017.43.4.152
- Time Horizon, Risk, and Implications for Equity SelectionSunder R. RamkumarThe Journal of Portfolio Management June 2020, 46 (7) 118-130; DOI: https://doi.org/10.3905/jpm.2020.1.159
- Are Expected Costs and Returns Identical Twins? Decoupling Slippage from Momentum over Shorter HorizonsMilan Borkovec and Konstantin TyurinThe Journal of Investing July 2020, 29 (5) 97-116; DOI: https://doi.org/10.3905/joi.2020.1.136
- Return Commonality in Cross Listings: Evidence from Hong Kong ADRsMalay K. Dey and Chaoyan WangThe Journal of Index Investing May 2020, 11 (1) 67-83; DOI: https://doi.org/10.3905/jii.2020.1.088
- Relative Shortage of Long-Term Treasury Securities and the Flat Yield CurvePeng ZhangThe Journal of Fixed Income December 2019, 29 (3) 68-76; DOI: https://doi.org/10.3905/jfi.2019.1.078
- Perspectives: The Interplay between Regulation, Competition, and Technology and the Transformation of Our Equity MarketsDeniz Ozenbas and Robert A. SchwartzThe Journal of Portfolio Management October 2020, 47 (1) 5-10; DOI: https://doi.org/10.3905/jpm.2020.1.178
- The Profitability of Technical Analysis during Financial BubblesBala Arshanapalli, Matthew Lutey, William Nelson and Micah PollakThe Journal of Portfolio Management October 2020, 47 (1) 168-175; DOI: https://doi.org/10.3905/jpm.2020.1.176
- Technical Analysis with Empirical Mode Decomposition: A Case in the Hong Kong Stock MarketAlfred Ma and Ted YuThe Journal of Wealth Management April 2021, 24 (1) 41-48; DOI: https://doi.org/10.3905/jwm.2021.1.135
- Using a Simple Technical Analysis Indicator to Guide Asset Allocation DecisionsBryan Foltice and Steven DolvinThe Journal of Wealth Management October 2021, 24 (3) 31-41; DOI: https://doi.org/10.3905/jwm.2021.1.148
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (97)
- Derivatives
- Options (531)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (459)
- Style investing (168)
- Other (51)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (589)
- Retirement (455)
- Social security (93)
- Pension funds (168)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (245)
- Passive strategies (140)
- Other (321)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1657)
- Portfolio management/multi-asset allocation
- Portfolio theory (666)
- Portfolio construction (1716)
- ESG investing (310)
- Manager selection (291)
- Other (271)
- Quantitative methods
- Statistical methods (1293)
- Simulations (287)
- Quantitative methods (432)
- Real assets/alternative investments/private equity
- Real estate (213)
- Commodities (185)
- Other real assets (97)
- Currency (158)
- Private equity (727)
- Risk management
- Credit risk management (289)
- Tail risks (150)
- Risk management (826)
- Security analysis and valuation
- Technical analysis (113)