Market Timing with Moving Averages
Summary
The feel-good place to buy books
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 | CIN3319609696VG |
| ISBN 13 | 9783319609690 |
| ISBN 10 | 3319609696 |
| Title | Market Timing with Moving Averages |
| Author | Valeriy Zakamulin |
| Series | New Developments In Quantitative Trading And Investment |
| Condition | Very Good |
| Binding Type | Hardback |
| Publisher | Springer International Publishing AG |
| Year published | 2017-12-04 |
| Number of pages | 278 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us |
