Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation - P. Glabadanidis - Books - Palgrave Macmillan - 9781137364685 - July 16, 2015
In case cover and title do not match, the title is correct

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

Price
$ 153.99
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jun 3 - 15

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 16, 2015
ISBN13 9781137364685
Publishers Palgrave Macmillan
Pages 177
Dimensions 222 × 147 × 16 mm   ·   392 g

More by P. Glabadanidis

Show all

Mere med samme udgiver

See all of P. Glabadanidis ( e.g. Hardcover Book and Paperback Book )