Price-Based Investment Strategies

How Research Discoveries Reinvented Technical Analysis

AvAdam Zaremba,Jacob "Koby" Shemer

Häftad, Engelska, 2019

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2019-01-05
Mått:148 x 210 x undefined mm
Format:Häftad
Språk:Engelska
Antal sidor:302
Förlag:Springer Nature Switzerland AG
ISBN:9783030082673

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Adam Zaremba is Assistant Professor at the Poznań University of Economics and Business, Poland. He is an economist, adviser, and portfolio manager for investment management companies. Zaremba has written numerous research papers on financial markets and is also an individual investor with many years' experience.Koby (Jacob) Shemer is an experienced asset manager in international capital markets. He is the founder of Analyst IMS, a public asset management firm, and AlphaBeta, a quantitative asset management company. During his career, he has been responsible for managing portfolios of assets totalling billions of US dollars.

Innehållsförteckning

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.