Book Description
Financial academics and p ...
Author : Recep Bildik
Publisher :
Page : 53 pages
File Size : 25,91 MB
Release : 2002
Category :
ISBN :
Financial academics and p ...
Author : Hung Wan Kot
Publisher :
Page : pages
File Size : 43,66 MB
Release : 2009
Category :
ISBN :
This paper investigates whether investors can exploit the contrarian cycle to improve the profitability of momentum strategies. We conjecture that the momentum strategies implemented in the early stage of price reversal (MSES) are more profitable than those implemented in the late stage of price reversal (MSLS). Our empirical results show that while MSES records significant positive returns, the profits from MSLS are not significant. There is a continuation of momentum profits in MSES up to 60 months, but not in MSLS. The overall evidence indicates that we can improve the profits of momentum strategies if we also consider past long-term performance.
Author : Dongming Han
Publisher :
Page : 25 pages
File Size : 18,11 MB
Release : 2013
Category :
ISBN :
Author : David Dreman
Publisher : Simon and Schuster
Page : 498 pages
File Size : 11,25 MB
Release : 2012-01-10
Category : Business & Economics
ISBN : 0743297962
Introduces important new findings in psychology to demonstrate why most investment strategies are flawed, outlining atypical strategies designed to prevent over- and under-valuations while crash-proofing a portfolio.
Author : Michael M. Pompian
Publisher : John Wiley & Sons
Page : 262 pages
File Size : 32,50 MB
Release : 2012-05-22
Category : Business & Economics
ISBN : 1118235606
Achieve investing success by understanding your behavior type This groundbreaking book shows how to invest wisely by managing your behavior, and not just your money. Step by step, Michael Pompian (a leading authority in the practical application of Behavioral Finance concepts to wealth management) helps you plan a strategy targeted to your personality. The book includes a test for determining your investment type and offers strategies you can put into use when investing. It also includes a brief history of the stock market, and easy-to-comprehend information about stocks and investing to help you lay a solid foundation for your investment decisions. Behavioral Finance and Investor Types is divided into two parts. Test Your Type, gives an overview of Behavioral Finance as well as the elements that come into play when figuring out BIT, like active or passive traits, risk tolerance, and biases. The book includes a quiz to help you discover what category you are in. Plan and Act, contains the traits common to your type; an analysis of the biases associated with your type; and strategies and solutions that compliment and capitalize on your BIT. Offers a practical guide to an investing strategy that fits both your financial situation and your personality type Includes a test for determining your tolerance for risk and other traits that will determine your investment type Written by the Director of the Private Wealth Practice for Hammond Associates—an investment consulting firm serving institutional and private wealth clients Behavioral Finance and Investor Types offers investors a better sense of what drives them and what puts on their breaks. By using the information found here, you'll quickly become savvy about the world of investing because you'll come to understand your place in it.
Author : Supriya Maheshwari
Publisher :
Page : 13 pages
File Size : 43,98 MB
Release : 2016
Category :
ISBN :
The study explored the effectiveness of momentum and long-term contrarian strategy in the Indian stock market using data from National Stock Exchange (NSE). The study further examined the similarities and difference in momentum and long-term contrarian profitability using multiple return computation method. The results from the study provide support in favor of both momentum and long-term contrarian strategy in the Indian stock market. The strong momentum and contrarian profits in the Indian stock market are not explained by biases and errors in return computation method as argued in International literature. Such results provide support in favor of momentum and long-term contrarian profitability in the Indian stock market. Earlier studies in the Indian context were primarily focused on testing momentum and contrarian profitability. The study enhances the current literature by empirically showing that such mispricing in the Indian stock market is not an outcome of faulty methodology.
Author : Artur Naporowski
Publisher :
Page : pages
File Size : 16,46 MB
Release : 2014
Category :
ISBN :
Author : Tino Henriksen
Publisher :
Page : 144 pages
File Size : 34,74 MB
Release : 2006
Category :
ISBN :
Author : Changmei Zhang
Publisher :
Page : 186 pages
File Size : 19,80 MB
Release : 2010
Category : Foreign exchange market
ISBN :
Author : Ganapathy Vidyamurthy
Publisher : John Wiley & Sons
Page : 295 pages
File Size : 49,90 MB
Release : 2011-02-02
Category : Business & Economics
ISBN : 111804570X
The first in-depth analysis of pairs trading Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they need to successfully implement and profit from this proven trading methodology. Pairs Trading contains specific and tested formulas for identifying and investing in pairs, and answers important questions such as what ratio should be used to construct the pairs properly. Ganapathy Vidyamurthy (Stamford, CT) is currently a quantitative software analyst and developer at a major New York City hedge fund.