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Market Momentum

By Stephen Satchell

Product Image: Market Momentum

Market Momentum

By Stephen Satchell

0 - Used - very good
Description
A THOROUGH, HOLISTIC INTRODUCTION TO A COVETED INVESTMENT STRATEGY Momentum investing is a topic of rigorous debate and endless study—with good reason. Returns on the order of 12% annually have been recorded by investors following short-to-medium-term market trends. Quantitative investment professionals and students of finance and economics require a solid understanding of the mechanisms underlying this fascinating strategy. Written by top quants in business and academia, Market Momentum addresses key questions such as: - What are the important momentum investment strategies across asset classes? - What are the theoretical explanations of market momentum, from behavioural and mathematical viewpoints? - How are risk and return structured in momentum investing? - What have been the characteristics of effective real-world momentum portfolios? - Which statistical techniques and machine-learning applications are suited to the strategy and in which markets? Market Momentum goes well beyond the extant, practitioner-oriented literature to provide a thorough introduction to the strategy, incorporating the latest research to bring the subject fully up to date.
Product details
Edition:
1
Number of Pages:
432
Release Date:
2020-10-15
Publication Date:
2020-12-02
Publisher:
Wiley
Languages:
Original: English
ISBN10:
1119599326
ISBN13:
9781119599326
GPSR Manufacturer Reference:
[email protected]
Weight:
944 g
Height:
173 cm
Width:
247 cm
Thickness:
34 cm
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