Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules
Author:   Valeriy Zakamulin
Publisher:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2017
ISBN:  

9783319869728


Pages:   278
Publication Date:   30 August 2018
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules


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Author:   Valeriy Zakamulin
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2017
Weight:   0.480kg
ISBN:  

9783319869728


ISBN 10:   3319869728
Pages:   278
Publication Date:   30 August 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Chapter1 Introduction.- Chapter2 Moving Averages.- Chapter3 Trading Rules.- Chapter4 Anatomy of Trading Rules.- Chapter5 Case Study: Historical Performance of Trading Rules on Other.- Chapter6 Summary and Conclusions.

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Author Information

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.

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