an empirical analysis of performance in asset allocation
Paskalis Glabadanidis.
New York, NY
Palgrave Macmillan
[2015]
(xii, 175 pages) : illustrations
Fundamental versus technical analysis --;Investment performance --;Performance drivers --;Performance sensitivity --;Individual securities --;Concluding remarks.
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.