Price-Based Investment Strategies How Research Discoveries Reinvented Technical Analysis /
| Hlavní autoři: | , |
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| Korporativní autor: | |
| Shrnutí: | XXXIII, 302 p. 30 illus. text |
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2018.
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| Vydání: | 1st ed. 2018. |
| Témata: | |
| On-line přístup: | https://doi.org/10.1007/978-3-319-91530-2 |
| Médium: | Elektronický zdroj Kniha |
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.