找回密码
 To register

QQ登录

只需一步,快速开始

扫一扫,访问微社区

Titlebook: Market Timing and Moving Averages; An Empirical Analysi Paskalis Glabadanidis Book 2015 Palgrave Macmillan, a division of Nature America In

[复制链接]
查看: 40951|回复: 39
发表于 2025-3-21 17:25:16 | 显示全部楼层 |阅读模式
书目名称Market Timing and Moving Averages
副标题An Empirical Analysi
编辑Paskalis Glabadanidis
视频video
图书封面Titlebook: Market Timing and Moving Averages; An Empirical Analysi Paskalis Glabadanidis Book 2015 Palgrave Macmillan, a division of Nature America In
描述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 of any indicator based on past average prices and trading volume. He argues that certain trading strategies are best implemented as a dynamic asset allocation without selling short, in turn achieving the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages.
出版日期Book 2015
关键词Market timing; moving averages; investments; asset allocation; Investment; Investments; investments and se
版次1
doihttps://doi.org/10.1057/9781137359834
isbn_ebook978-1-137-35983-4
copyrightPalgrave Macmillan, a division of Nature America Inc. 2015
The information of publication is updating

书目名称Market Timing and Moving Averages影响因子(影响力)




书目名称Market Timing and Moving Averages影响因子(影响力)学科排名




书目名称Market Timing and Moving Averages网络公开度




书目名称Market Timing and Moving Averages网络公开度学科排名




书目名称Market Timing and Moving Averages被引频次




书目名称Market Timing and Moving Averages被引频次学科排名




书目名称Market Timing and Moving Averages年度引用




书目名称Market Timing and Moving Averages年度引用学科排名




书目名称Market Timing and Moving Averages读者反馈




书目名称Market Timing and Moving Averages读者反馈学科排名




单选投票, 共有 1 人参与投票
 

0票 0.00%

Perfect with Aesthetics

 

0票 0.00%

Better Implies Difficulty

 

0票 0.00%

Good and Satisfactory

 

1票 100.00%

Adverse Performance

 

0票 0.00%

Disdainful Garbage

您所在的用户组没有投票权限
发表于 2025-3-21 21:19:56 | 显示全部楼层
发表于 2025-3-22 02:27:36 | 显示全部楼层
发表于 2025-3-22 08:16:18 | 显示全部楼层
发表于 2025-3-22 12:34:25 | 显示全部楼层
Fundamental Versus Technical Analysis,oving averages (MAs) are concerned. Zhu and Zhou (2009) provide a solid theoretical reason why technical indicators could be a potentially useful state variable in an environment where investors need to learn over time the fundamental value of the risky asset they invest in.
发表于 2025-3-22 13:26:21 | 显示全部楼层
Concluding Remarks,signal indicating whether the price has crossed the simple MA has substantial predictive power over the subsequent index return controlling for standard predictive variables mentioned previously. The risk-adjusted performance disappears only in the context of market-timing regressions in the framewo
发表于 2025-3-22 17:55:00 | 显示全部楼层
Book 2015ing the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages.
发表于 2025-3-22 23:56:48 | 显示全部楼层
urn achieving the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages.978-1-137-35983-4
发表于 2025-3-23 03:07:19 | 显示全部楼层
Paskalis Glabadanidisies ist ganz sicher die beste Sammlung mathematischer Rätsel, die im letzten Jahrzehnt erschienen ist." .Ronald Graham, Präsident der Mathematical Association of America.978-3-8274-2349-8978-3-8274-2350-4
发表于 2025-3-23 08:21:48 | 显示全部楼层
 关于派博传思  派博传思旗下网站  友情链接
派博传思介绍 公司地理位置 论文服务流程 影响因子官网 SITEMAP 大讲堂 北京大学 Oxford Uni. Harvard Uni.
发展历史沿革 期刊点评 投稿经验总结 SCIENCEGARD IMPACTFACTOR 派博系数 清华大学 Yale Uni. Stanford Uni.
|Archiver|手机版|小黑屋| 派博传思国际 ( 京公网安备110108008328) GMT+8, 2025-5-30 09:56
Copyright © 2001-2015 派博传思   京公网安备110108008328 版权所有 All rights reserved
快速回复 返回顶部 返回列表