Price-Based Investment Strategies How Research Discoveries Reinvented Technical Analysis /

This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and bac...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Zaremba, Adam (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Shemer, Jacob "Koby" (http://id.loc.gov/vocabulary/relators/aut)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2018.
Έκδοση:1st ed. 2018.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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245 1 0 |a Price-Based Investment Strategies  |h [electronic resource] :  |b How Research Discoveries Reinvented Technical Analysis /  |c by Adam Zaremba, Jacob "Koby" Shemer. 
250 |a 1st ed. 2018. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Palgrave Macmillan,  |c 2018. 
300 |a XXXIII, 302 p. 30 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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505 0 |a 1. Data, Portfolios, and Performance: How We Test the Strategies -- 2. The Trend Is Your Friend: Momentum Investing -- 3. Trees Do Not Grow to the Sky: Reversals in a Stock Market -- 4. No Pain, No Gain? The Puzzle of Risk-Return Relationship -- 5. Are Stocks Lotteries? The Shape of Distribution Matters -- 6. Januaries, Mays, and Lunar Cycles: Stock Selection with Seasonal Anomalies -- 7. Predicting Prices Based on... Prices? The Role of Nominal Prices -- 8. To Time or Not to Time? Tactical Allocation across Strategies -- 9. Conclusions. 
520 |a This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance-ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders, and family office investors. 
650 0 |a Investment banking. 
650 0 |a Securities. 
650 0 |a Personal finance. 
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650 2 4 |a Personal Finance/Wealth Management/Pension Planning.  |0 http://scigraph.springernature.com/things/product-market-codes/622000 
700 1 |a Shemer, Jacob "Koby".  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
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776 0 8 |i Printed edition:  |z 9783319915296 
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