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" Market timing and moving averages : "


Document Type : BL
Record Number : 718367
Doc. No : b538055
Main Entry : Paskalis Glabadanidis.
Title & Author : Market timing and moving averages : : an empirical analysis of performance in asset allocation\ Paskalis Glabadanidis.
Publication Statement : New York, NY: Palgrave Macmillan, [2015]
Page. NO : (xii, 175 pages) : illustrations
ISBN : 1137359838
: : 1137359846
: : 1349676179
: : 9781137359834
: : 9781137359841
: : 9781349676170
Contents : Fundamental versus technical analysis --;Investment performance --;Performance drivers --;Performance sensitivity --;Individual securities --;Concluding remarks.
Abstract : 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.
Subject : Portfolio management.
Subject : Stock price indexes.
Subject : Technical analysis (Investment analysis)
LC Classification : ‭HG4529‬‭.P375 2015‬
Added Entry : Paskalis Glabadanidis
copyhttps://lib.clisel.com/site/catalogue/718367
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