Buch
Market Timing with Moving Averages
-The Anatomy and Performance of Trading Rules-Valeriy Zakamulin
53,49
EUR
Lieferzeit 12-13 Tage
Übersicht
Verlag | : | Springer International Publishing |
Buchreihe | : | New Developments in Quantitative Trading and Investment |
Sprache | : | Englisch |
Erschienen | : | 30. 08. 2018 |
Seiten | : | 278 |
Einband | : | Kartoniert |
Höhe | : | 235 mm |
Breite | : | 155 mm |
Gewicht | : | 480 g |
ISBN | : | 9783319869728 |
Sprache | : | Englisch |
Autorinformation
Valeriy Zakamulin is Professor of Finance at the School of Business and Law, University of Agder, Norway. He has an M.S. in Business Administration and a PhD in Finance from the Norwegian School of Economics, Norway. He has published articles for various refereed academic and practitioner journals and is a frequent speaker at international conferences. He has also served on the Editorial Board of the Open Economics Journal, Journal of Banking and Finance, and International Journal of Emerging Markets. His current research interests cover behavioral finance, portfolio optimization, time-series analysis of financial data, and stock return and risk predictability.
Inhaltsverzeichnis
Chapter1 Introduction.- Chapter2 Moving Averages.- Chapter3 Trading Rules.- Chapter4 Anatomy of Trading Rules.- Chapter5 Case Study: Historical Performance of Trading Rules on Other.- Chapter6 Summary and Conclusions.