Quantitative Momentum

A Practitioner's Guide to Building a Momentum-Based Stock Selection System

Omschrijving

The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. The individual investor's comprehensive guide to momentum investing Quantitative Momentum brings momentum investing out of Wall Street and into the hands of individual investors. Foreword Preface Acknowledgments About the Authors Part One: Understanding Momentum Chapter 1: Less Religion; More Reason Chapter 2: Why Can Active Investment Strategies Work? Chapter 3: Momentum Investing Is Not Growth Investing Chapter 4: Why All Value Investors Need Momentum Part Two: Building a Momentum-Based Stock Selection Model Chapter 5: The Basics of Building a Momentum Strategy Chapter 6: Maximizing Momentum: The Path Matters Chapter 7: Momentum Investors Need to Know Their Seasons Chapter 8: Quantitative Momentum Beats the Market Chapter 9: Making Momentum Work in Practice Appendix 1: Investigating Alternative Momentum Concepts Appendix 2: Performance Statistics Definitions About the Companion Website Index
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Schrijver
Gray, Wesley R., Vogel, Jack R.
Titel
Quantitative Momentum
Uitgever
John Wiley & Sons Inc
Jaar
2016
Taal
Engels
Pagina's
208
Gewicht
386 gr
EAN
9781119237198
Afmetingen
235 x 159 x 25 mm
Bindwijze
Gebonden

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