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Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation P. Glabadanidis
Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation
P. Glabadanidis
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 16 de julio de 2015 |
| ISBN13 | 9781137364685 |
| Editores | Palgrave Macmillan |
| Páginas | 177 |
| Dimensiones | 222 × 147 × 16 mm · 392 g |
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