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	Non disponible
ISBN 13	9783319609690
ISBN 10	3319609696
Titre	Market Timing with Moving Averages
Auteur	Valeriy Zakamulin
Série	New Developments In Quantitative Trading And Investment
État	Non disponible
Type de reliure	Hardback
Éditeur	Springer International Publishing AG
Année de publication	2017-12-04
Nombre de pages	278
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible