P Glabadanidis: 2 books
Market Timing and Moving Averages
An Empirical Analysis of Performance in Asset Allocation
Language: English
Release Date: July 15, 2015
There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency. This outlook is misleading, since such returns only shed light on the imperfect models commonly used to measure and benchmark investment performance....
Absence of Arbitrage Valuation
A Unified Framework for Pricing Assets and Securities
Language: English
Release Date: July 10, 2014
Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.