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
Πίνακας περιεχομένων:
  • 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.