Identificador persistente para citar o vincular este elemento:
http://hdl.handle.net/10553/49188
| Campo DC | Valor | idioma |
|---|---|---|
| dc.contributor.author | Fernández-Rodríguez, Fernando | |
| dc.contributor.author | González-Martel, Christian | |
| dc.contributor.author | Sosvilla-Rivero, Simón | |
| dc.date.accessioned | 2018-11-24T05:00:42Z | - |
| dc.date.available | 2018-11-24T05:00:42Z | - |
| dc.date.issued | 2005 | |
| dc.identifier.issn | 0960-3107 | |
| dc.identifier.uri | http://hdl.handle.net/10553/49188 | - |
| dc.description.abstract | This 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.publisher | 0960-3107 | |
| dc.relation.ispartof | Applied Financial Economics | |
| dc.source | Applied Financial Economics[ISSN 0960-3107],v. 15, p. 773-775 | |
| dc.title | Optimatization of technical rules by genetic algorithms: Evidence from the Madrid stock market | |
| dc.type | info:eu-repo/semantics/Article | es |
| dc.type | Article | es |
| dc.identifier.doi | 10.1080/09603100500107818 | |
| dc.identifier.scopus | 23044472402 | |
| dc.contributor.authorscopusid | 6603053452 | |
| dc.contributor.authorscopusid | 16230450700 | |
| dc.contributor.authorscopusid | 6701863324 | |
| dc.description.lastpage | 775 | |
| dc.description.firstpage | 773 | |
| dc.relation.volume | 15 | |
| dc.type2 | Artículo | es |
| dc.date.coverdate | Julio 2005 | |
| dc.identifier.ulpgc | Sí | es |
| item.grantfulltext | none | - |
| item.fulltext | Sin texto completo | - |
| crisitem.author.dept | GIR Finanzas Cuantitativas y Computacionales | - |
| crisitem.author.orcid | 0000-0002-8808-9286 | - |
| crisitem.author.parentorg | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
| crisitem.author.fullName | Fernández Rodríguez,Fernando Emilio | - |
| Colección: | Artículos | |
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