Price-Based Investment Strategies : How Research Discoveries Reinvented Technical Analysis

Adam Zaremba , Jacob Shemer

Abstract

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.
Book typeMonograph
Author Adam Zaremba (WZ / KIiRK)
Adam Zaremba,,
- Department of Investment and Capital Markets
, Jacob Shemer
Jacob Shemer,,
-
PublisherPalgrave Macmillan, MNiSW [80]
ISBN978-3-319-91529-6
Other ISBN978-3-319-91530-2
Issue year2018
Pages335
Publication size in sheets16.75
Keywords in Englishtechnical analysis, asset pricing, investment strategies, quantitative investing
DOIDOI:10.1007/978-3-319-91530-2
URL https://link.springer.com/book/10.1007%2F978-3-319-91530-2
Languageen angielski
Score (nominal)100
Score correctionScore increased (at least one author declares Humanities, Social sciences or Theological science)
Score sourcepublisherList
ScoreMinisterial score = 100.0, 23-04-2020, MonograhOrBookMainLanguagesAuthor
Citation count*1 (2020-09-10)
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