Bøker av P. Glabadanidis

In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators.Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy.

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.