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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/49188
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dc.contributor.authorFernández-Rodríguez, Fernando
dc.contributor.authorGonzález-Martel, Christian
dc.contributor.authorSosvilla-Rivero, Simón
dc.date.accessioned2018-11-24T05:00:42Z-
dc.date.available2018-11-24T05:00:42Z-
dc.date.issued2005
dc.identifier.issn0960-3107
dc.identifier.urihttp://hdl.handle.net/10553/49188-
dc.description.abstractThis paper investigates the profitability of a simple and very common technical trading rule applied to the General Index of the Madrid Stock Market. The optimal trading rule parameter values are found using a genetic algorithm. The results suggest that, for reasonable trading costs, the technical trading rule is always superior to a risk-adjusted buy-and-hold strategy. © 2005 Taylor & Francis Group Ltd.
dc.publisher0960-3107
dc.relation.ispartofApplied Financial Economics
dc.sourceApplied Financial Economics[ISSN 0960-3107],v. 15, p. 773-775
dc.titleOptimatization of technical rules by genetic algorithms: Evidence from the Madrid stock market
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1080/09603100500107818
dc.identifier.scopus23044472402
dc.contributor.authorscopusid6603053452
dc.contributor.authorscopusid16230450700
dc.contributor.authorscopusid6701863324
dc.description.lastpage775
dc.description.firstpage773
dc.relation.volume15
dc.type2Artículoes
dc.date.coverdateJulio 2005
dc.identifier.ulpgcSíes
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
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