Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation
Mega Sale! Save 25% on the Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation by Paskalis Glabadanidis at HYIP Offer. MPN: 157 black & white tables, 65 figures. Hurry! Limited time offer. Offer valid only while supplies last. There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency.
There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency. This outlook is misleading, since such returns only shed light on the imperfect models commonly used to measure and benchmark investment performance. 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. Glabadanidis provides a rationale for analyzing and testing the market timing and predictive power of any indicator based on past average prices and trading volume. He argues that certain trading strategies are best implemented as a dynamic asset allocation without selling short, in turn achieving the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages.
|Part Number:||157 black & white tables, 65 figures|
|MPN:||157 black & white tables, 65 figures|
|Item Weight:||1 pounds|
|Item Size:||0.65 x 8.78 x 8.78 inches|
|Package Weight:||0.1 pounds|
|Package Size:||5.5 x 0.7 x 0.7 inches|
Have questions about this item, or would like to inquire about a custom or bulk order?
If you have any questions about this product by Paskalis Glabadanidis, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.
Related Best Sellers
ean: 9780070340022, isbn: 0070340021,
A guide to tracking market, volume, and price changes brought about by economic globalization and computerized trading, using techniques such as neural networks, fuzzy logic, and expert systems. Covers structural change in stock and derivatives marke...
By Prentice Hall Direct
ean: 9780131522985, isbn: 0131522981,
Proceeds benefit local charities; minimal shelf wear...
ean: 9781292021256, isbn: 129202125X,
Brand New, International Ed/Global Ed, Mainly Same content at bargain price...
ean: 9780470193877, isbn: 0470193875,
Hedge Fund Leadership skillfully explains how to assemble, motivate, and manage a group of traders within a fund and sheds much-needed light on the importance of aligning traders with the overall vision and goals of a hedge fund. Author Ari Kiev shar...
ean: 9780471253334, isbn: 0471253332,
The first book to bring a highly controversial charting method down to earth for today's futures traders. W. D. Gann continues to be one of the most controversial figures in technical analysis. Considered eccentric, abstruse, and even mystical by s...
By Katsanos Markos
ean: 9780470758106, isbn: 0470758104,
This book shows traders how to use Intermarket Analysis to forecast future equity, index and commodity price movements. It introduces custom indicators and Intermarket based systems using basic mathematical and statistical principles to help traders ...
By Prentice Hall
ean: 9780135983683, isbn: 0135983681,
/*0-13-598368-1, 59836-7, Carter, Colin A., Futures and Options Markets: An Introduction*/ This book provides an economic understanding of the development and operation of futures and options markets with numerous relevant examples. It is up to date...
By Cyril Demaria
mpn: 48 figures, 35 black & white tables, ean: 9781137400383, isbn: 1137400382,
This book presents new, advanced, evidence-based guidance on investing in private equity funds: first by assessing the investor's environment and motivations, then by looking into the risks, returns and overall performance of funds and finally, by o...
By FT Press
ean: 9780273735670, isbn: 0273735675,
"The first port of call for anyone looking to truly understand derivatives markets, appreciate the role they play within the global financial system and develop the technical knowledge to trade." Matthew Thompson, Chief Strategy & Business Developmen...
ean: 9780470026632, isbn: 0470026634,
A comprehensive guide to the burgeoning hedge fund industry Intended as a comprehensive reference for investors and fund and portfolio managers, Handbook of Hedge Funds combines new material with updated information from Francois-Serge Lâ€™habitantâ€...