dc.contributor.author | Ask, Jakob | |
dc.date.accessioned | 2014-09-09T12:03:53Z | |
dc.date.available | 2014-09-09T12:03:53Z | |
dc.date.issued | 2014 | |
dc.identifier.uri | http://hdl.handle.net/11250/219155 | |
dc.description | Masteroppgave i økonomi og administrasjon – Universitetet i Agder 2014 | nb_NO |
dc.description.abstract | In this paper we investigate the performance of the market timing strategy basedon Simple Moving Average (SMA), looking at its performance when tested both inand out-of-sample. We examine whether or not its popularity is a result of theinherent flaws of in-sample testing or if its based on actual superiority. We find thatthe SMA strategy outperforms the market only when tested in-sample, and thatthere are too many uncertain factors to be able to conclude that it is effective whentested out-of-sample. As such, we do not find evidence of the SMA strategyconflicting with the efficient market hypothesis. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Universitet i Agder / University of Agder | nb_NO |
dc.subject | BE 501 | nb_NO |
dc.title | True performance of market timing with simple moving average | nb_NO |
dc.type | Master thesis | nb_NO |
dc.source.pagenumber | 76 p. | nb_NO |