Price-Based Investment Strategies : How Research Discoveries Reinvented Technical Analysis
Adam Zaremba , Jacob Shemer
AbstractThis 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.
|Publisher||Palgrave Macmillan, MNiSW |
|Publication size in sheets||16.75|
|Keywords in English||technical analysis, asset pricing, investment strategies, quantitative investing|
|Score correction||Score increased (at least one author declares Humanities, Social sciences or Theological science)|
|Score||= 100.0, 23-04-2020, MonograhOrBookMainLanguagesAuthor|
|Citation count*||1 (2020-09-10)|
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.