an empirical analysis of performance in asset allocation
First Statement of Responsibility
Paskalis Glabadanidis.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York, NY
Name of Publisher, Distributor, etc.
Palgrave Macmillan
Date of Publication, Distribution, etc.
[2015]
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
(xii, 175 pages) : illustrations
CONTENTS NOTE
Text of Note
Fundamental versus technical analysis --;Investment performance --;Performance drivers --;Performance sensitivity --;Individual securities --;Concluding remarks.
SUMMARY OR ABSTRACT
Text of Note
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.