Price-Based Investment Strategies

Price-Based Investment Strategies

Adam Zaremba / Jacob 'Koby' Shemer

170,59 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2019
Materia
Finanzas
ISBN:
9783030082673
170,59 €
IVA incluido
Disponible

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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.

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