Description: Market Timing and Moving Averages by P. Glabadanidis Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description 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. Publisher 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. Author Biography Paskalis Glabadanidis is Senior Lecturer in Finance at the University of Adelaide. Details ISBN 1137364688 ISBN-13 9781137364685 Title Market Timing and Moving Averages Author P. Glabadanidis Format Hardcover Year 2015 Pages 177 Publisher Palgrave Macmillan GE_Item_ID:140213524; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 151.34 USD
Location: Fairfield, Ohio
End Time: 2024-11-27T03:49:34.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781137364685
Book Title: Market Timing and Moving Averages
Number of Pages: Xv, 177 Pages
Language: English
Publication Name: Market Timing and Moving Averages : an Empirical Analysis of Performance in Asset Allocation
Publisher: Palgrave Macmillan
Subject: Finance / Financial Risk Management, Investments & Securities / Portfolio Management, Investments & Securities / Analysis & Trading Strategies, Operations Research, Investments & Securities / Stocks, Industries / Financial Services
Item Height: 0.7 in
Publication Year: 2015
Type: Textbook
Item Weight: 123.5 Oz
Item Length: 8.8 in
Subject Area: Business & Economics
Author: Paskalis Glabadanidis
Item Width: 5.7 in
Format: Hardcover
