Investment strategies beating the market. What can we squeeze from the market?
Year of publication: |
2012
|
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Authors: | Ślepaczuk, Robert ; Zakrzewski, Grzegorz ; Sakowski, Paweł |
Institutions: | Wydział Nauk Ekonomicznych, Uniwersytet Warszawski |
Subject: | investment strategies | automatic trading systems | optimization | technical and fundamental analysis | market volatility | efficient risk and return measures | EMH | mutual and hedge funds |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012-04 28 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C22 - Time-Series Models |
Source: |
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