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...
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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cham :
Springer International Publishing,
2018.
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| Ausgabe: | 1st ed. 2018. |
| Schlagworte: | |
| ISBN: | 9783319915302 |
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| 024 | 7 | |a 10.1007/978-3-319-91530-2 |2 doi | |
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| 100 | 1 | |a Zaremba, Adam. |4 aut | |
| 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. | ||
| 260 | 1 | |a Cham : |b Springer International Publishing, |c 2018. | |
| 300 | |a XXXIII, 302 p. 30 illus. |b online resource. | ||
| 500 | |a Economics and Finance | ||
| 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. | |
| 516 | |a text file PDF | ||
| 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. | |
| 650 | 0 | |a Pension plans. | |
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