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Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules by Valeriy Zakamulin

Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules

by Valeriy Zakamulin
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Book cover type: Hardcover
  • ISBN13: 9783319609690
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Palgrave MacMillan
  • Publisher Imprint: Palgrave MacMillan
  • Publication Date:
  • Pages: 278
  • Original Price: EUR 74.99
  • Language: English
  • Edition: 2017
  • Item Weight: 590 grams
  • BISAC Subject(s): Finance / Financial Engineering, Investments & Securities / General, and Applied

Presents a new re-interpretation of existing market timing rulesApplied in natureAnalyses the empirical performance of a variety of trading strategies

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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