Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation free ebook download.

Home : Book details

Market Timing and Moving Averages: An Empirical Analysis of Performance in Asset Allocation free ebook download

Category:
Economy

Views: 2162
Likes: 179

Catalogue

Author(s):	P. Glabadanidis

Date:	2015	Format:	PDF	Language:	English	ISBN/ASIN:	1137364688
Pages:	1	OCR:		Quality:		ISBN13:
Uploader:	eternal	Upload Date:	1/18/2020 6:29:35 AM

To download click on link in the Links Table below

Description: Click to see full description

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.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2677755	Book	https://florenfile.com/3r9xbkwo41ke...		31.00	eternal

Tags: Allocation Analysis Asset Averages Empirical Market Moving Performance Timing

Title	Link	Password	Size	Reason

Those who downloaded this book also downloaded the following books:

Comments

New comment: