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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Hlavný autor: Zaremba, Adam (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:English
Vydavateľské údaje: Cham : Springer International Publishing, 2018.
Vydanie:1st ed. 2018.
Predmet:
Investment banking.
Securities.
Personal finance.
Pension plans.
ISBN:9783319915302
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Obsah:
  • 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.

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