Theoretical and practical motivations for the use of the moving average rule in the stock market

DOI10.1093/imaman/dpz006OpenAlexW2940014848WikidataQ128178011 ScholiaQ128178011MaRDI QIDQ5125039

Noureddine Kouaissah, Davide Orlandini, Tomas Tichý, Sergio Ortobelli

Publication date: 30 September 2020

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpz006

zbMATH Keywords

conditional probabilitymoving averagesystemic riskalarm signal

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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