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    Investment Analysis and Portfolio Management Study Set 1
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    Exam 5: Efficient Capital Markets, Behavioral Finance, and Technical Analysis
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    Tests Have Shown That If Small Filters Are Used in Simulating
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Tests Have Shown That If Small Filters Are Used in Simulating

Question 21

Question 21

True/False

Tests have shown that if small filters are used in simulating trading rules, these trading rules have produced above average returns after transactions costs are factored in.

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