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商品詳細
Price-Based Investment Strategies: How Research Discoveries Reinvented Technical Analysis. Softcover Reprint of the Original 1st 2018 ed.
・ISBN 978-3-030-08267-3 paper EUR 129.99
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お気に入り
★★★
| 著者・編者 | Zaremba, Adam / Shemer, Jacob "Koby", |
|---|---|
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2019 |
| ページ数 | 302 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-49263＞ |
解説
This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance-ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders,and family office investors.