Market timing and moving averages: an empirical analysis of performance in asset allocation
Auteur :
Glabadanidis, P.
Éditeur :
Palgrave Macmillan
ISBN :
9781137364685
Date de publication :
16 juil. 2015
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators.Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy.