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P. Glabadanidis - Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation - 9781137364685 - V9781137364685
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Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation

€ 149.16
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Description for Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation Hardback. Market Timing and Moving Averages showcases an original framework for analyzing the market timing and predictive power of any financial indicator based on past price and trading volume. Num Pages: 224 pages, 157 black & white tables, 65 figures. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 147 x 222 x 16. Weight in Grams: 392.
There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency. This outlook is misleading, since such returns only shed light on the imperfect models commonly used to measure and benchmark investment performance. 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. Glabadanidis provides a rationale for analyzing and testing the market timing and predictive power ... Read more

Product Details

Publisher
Palgrave Macmillan
Format
Hardback
Publication date
2015
Condition
New
Number of Pages
177
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137364685
SKU
V9781137364685
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About P. Glabadanidis
Paskalis Glabadanidis is Senior Lecturer in Finance at the University of Adelaide.

Reviews for Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation
"Market Timing and Moving Averages is a rigorous investigation into the performance of a simple technical rule and its links to successful stock market timing. For a long time neglected by academics, technical analysis has been demeaned and has remained subjective and understudied. Glabadanidis's book takes a swipe at studying the historical performance of the simple moving average rule and ... Read more

Goodreads reviews for Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation


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