Market momentum : theory and practice /: theory and practice. (2020)

• Record Type: Book
• Further Information: Note: Stephen Ellwood Satchell, Andrew Robert Grant.
• Authors: Satchell, Stephen Ellwood, 1949-; Grant, Andrew Robert, 1982-
• Contents: Introduction: Andrew Grant and Steve Satchell 1. Behavioural Finance and Momentum: Andrew Grant 2. A Taxonomy of Momentum Strategies: Steve Satchell 3. Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules, and Pairwise Correlations: Nick Baltas and Robert Kosowski 4. Risk and Return of Momentum in Developed Equity Markets: Jose Menchero and Lei Ji 5. Momentum across Asset Classes: Dan DiBartolomeo and Bill Zieff 6. Momentum in Momentum ETFS: Katharina Schwaiger and Muhammad Massood 7. CTA Momentum: Oliver Williams 8. Overreaction and Faint Praise - Short-Term Momentum in Contemporary Art: Oliver Williams and Anders Pedersen 9. Volatility Managed Momentum: Yang Gao 10. Theoretical Analysis of the Fama-French Portfolios: Andrew Grant, Oh Kang Kwon, and Steve Satchell 11. Exploiting the Countercyclical Properties of Momentum and other Factor Premia – A Cross-Country Perspective: Stefano Cavaglia, Vadim Moroz and Louis Scott 12. Time Series Variation in Factor Premia – The influence of the business cycle: Christopher Polk, Mo Haghbin and Alessio de Longis 13. Where Goes Momentum: Ron Bird, Xiaojun (Kevin) Gao and Danny Yeung 14. Time-series momentum in Credit: Machine learning approach: Shivam Ghosh, Steve Satchell and Nandini Srivastava 15. Momentum and Business Cycles: Byoung-Kyu Min 16. Momentum as a Fundamental Risk Factor: Chris Tinker 17. Momentum, Value, and Carry Commodity Factors for Multi-Asset Portfolios: Stefano Cavaglia, Louis Scott, Kenneth Blay and Vincent de Martel
• Edition: 1st
• Publisher Details: Hoboken : John Wiley & Sons, Inc
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 332.632042; Investment analysis; Securities -- Prices; Economics -- Psychological aspects
• Languages: English
• ISBNs: 9781119599371; 9781119599470
• Related ISBNs: 9781119599326
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.