Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation - P. Glabadanidis - Grāmatas - Palgrave Macmillan - 9781137364685 - 2015. gada 16. jūlijs
Ja vāks un nosaukums nesakrīt, pareizs ir nosaukums

Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation

Cena
€ 155,49

Pasūtīts no attālās noliktavas

Paredzamā piegāde . gada 27. nov. - . gada 11. dec.
Ziemassvētku dāvanas var atgriezt līdz 31. janvārim
Saņemiet paziņojumus par jauniem P. Glabadanidis izdevumiem
Pievienot savam iMusic vēlmju sarakstam

Not rated yet

In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators.Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy.


Marc Notes: Includes bibliographical references and index. Biographical Note: Paskalis Glabadanidis is a Senior Lecturer in Finance at the University of Adelaide, Australia. He has published peer-reviewed articles in several scholarly journals including: Journal of Asset Management, Journal of Financial Econometrics, and Journal of Financial and Quantitative Analysis. He is a consultant for mutual funds and hedge funds on various issues related to stock picking and asset allocation as well as pricing of hybrid and complex securities. Table of Contents: 1. Fundamental versus Technical Analysis2. Investment Performance3. Performance Drivers4. Performance Sensitivity5. Individual Securities6. Concluding Remarks

Mediji Grāmatas     Hardcover Book   (Grāmata ar cieto muguriņu un vāku)
Izlaists 2015. gada 16. jūlijs
ISBN13 9781137364685
Izdevēji Palgrave Macmillan
Lapas 177
Izmēri 222 × 147 × 16 mm   ·   392 g

Vairāk no P. Glabadanidis

Vairāk no tā paša izdevēja