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Price-Based Investment Strategies : How Research Discoveries Reinvented Technical Analysis / by Adam Zaremba, Jacob "Koby" Shemer

By: Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: SpringerLink Bücher | Springer eBook CollectionPublisher: Cham : Springer International Publishing, 2018Description: Online-Ressource (XXXIII, 302 p. 30 illus, online resource)ISBN:
  • 9783319915302
Subject(s): Additional physical formats: 9783319915296 | Erscheint auch als: 978-3-319-91529-6 Druck-Ausgabe | Printed edition: 9783319915296 | Erscheint auch als: Price-based investment strategies. Druck-Ausgabe Cham, Switzerland : Palgrave Macmillan, 2018. xxxiii, 302 SeitenDDC classification:
  • 332.6 23
DOI: DOI: 10.1007/978-3-319-91530-2Online resources: Summary: 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 investorsSummary: 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. ConclusionsPPN: PPN: 1028038666Package identifier: Produktsigel: ZDB-2-ECF | ZDB-2-SEB | ZDB-2-SXEF
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