Market Timing with Moving Averages by Valeriy Zakamulin

Market Timing with Moving Averages by Valeriy Zakamulin

This book provides a comprehensive guide to market timing using moving averages. Part I explores the foundations of market timing rules, presenting a methodology for examining how the value of a trading indicator is computed. Using this methodology the author then applies the computation of trading indicators to a variety of market timing rules to analyse the commonalities and differences between the rules. Part II goes on to present a comprehensive analysis of the empirical performance of trading rules based on moving averages.

Valeriy Zakamulin is Professor of Finance at the School of Business and Law, University of Agder, Norway. He has an M.S. in Business Administration and a PhD in Finance from the Norwegian School of Economics, Norway. He has published articles for various refereed academic and practitioner journals and is a frequent speaker at international conferences. He has also served on the Editorial Board of the Open Economics Journal, Journal of Banking and Finance, and International Journal of Emerging Markets. His current research interests cover behavioral finance, portfolio optimization, time-series analysis of financial data, and stock return and risk predictability.

SKU	Nicht verfügbar
ISBN 13	9783319609690
ISBN 10	3319609696
Titel	Market Timing with Moving Averages
Autor	Valeriy Zakamulin
Serie	New Developments In Quantitative Trading And Investment
Buchzustand	Nicht verfügbar
Bindungsart	Hardback
Verlag	Springer International Publishing AG
Erscheinungsjahr	2017-12-04
Seitenanzahl	278
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar