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Price-Based Investment Strategies = How Research Discoveries Reinvented Technical Analysis /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Price-Based Investment Strategies/ by Adam Zaremba, Jacob "Koby" Shemer.
其他題名:	How Research Discoveries Reinvented Technical Analysis /
作者:	Zaremba, Adam.
其他作者:	Shemer, Jacob "Koby".
面頁冊數:	XXXIII, 302 p. 30 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Investment banking. -
電子資源:	https://doi.org/10.1007/978-3-319-91530-2
ISBN:	9783319915302

Price-Based Investment Strategies = How Research Discoveries Reinvented Technical Analysis /
Zaremba, Adam.

Price-Based Investment StrategiesHow Research Discoveries Reinvented Technical Analysis /[electronic resource] :by Adam Zaremba, Jacob "Koby" Shemer. - 1st ed. 2018. - XXXIII, 302 p. 30 illus.online resource.

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.

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.

ISBN: 9783319915302

Standard No.: 10.1007/978-3-319-91530-2doiSubjects--Topical Terms:

596537
Investment banking.

LC Class. No.: HG4501-6051

Dewey Class. No.: 332.6

Price-Based Investment Strategies = How Research Discoveries Reinvented Technical Analysis /
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