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The evolution of technical analysis [[electronic resource] ] : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic
| The evolution of technical analysis [[electronic resource] ] : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (227 p.) |
| Disciplina |
332.63/2042
332.632042 |
| Altri autori (Persone) | HasanhodzicJasmina <1979-> |
| Collana | Bloomberg |
| Soggetto topico |
Technical analysis (Investment analysis) - History
Investment analysis - History |
| ISBN |
0-470-95273-3
1-282-78281-9 9786612782817 0-470-87903-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals; Contents; Introduction; Chapter 1: Ancient Roots; The Beginnings; Ancient Babylon; Ancient Greece; Ancient Rome; Negative Attitudes toward Traders; Chapter 2: The Middle Ages and the Renaissance; Western Europe; Technical Analysis; Societal Attitudes; Chapter 3: Asia; Japan; China; Chapter 4: The New World; Wall Street; Societal Attitudes; Chapter 5: A New Age for Technical Analysis; Dow Theory; Relative Strength; Market Cycles and Waves; Chart Patterns; Volume of Trading; Market Breadth
Nontechnical AnalysisChapter 6: Technical Analysis Today; Trends; Patterns; Strength; Cycles; Wall Street's Reinterpretation of Technical Analysis; Chapter 7: A Brief History of Randomness and Efficient Markets; Prices As Objects of Study; The Emergence of Efficient Markets; What Is Random?; Chapter 8: Academic Approaches to Technical Analysis; Theoretical Underpinnings; Empirical Evaluation; Adaptive Markets and Technical Analysis; Notes; Bibliography; Acknowledgments; About the Authors; Index |
| Record Nr. | UNINA-9910785223903321 |
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Hoboken, NJ, : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The evolution of technical analysis [[electronic resource] ] : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic
| The evolution of technical analysis [[electronic resource] ] : financial prediction from Babylonian tablets to Bloomberg terminals / / Andrew W. Lo and Jasmina Hasanhodzic |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (227 p.) |
| Disciplina |
332.63/2042
332.632042 |
| Altri autori (Persone) | HasanhodzicJasmina <1979-> |
| Collana | Bloomberg |
| Soggetto topico |
Technical analysis (Investment analysis) - History
Investment analysis - History |
| ISBN |
0-470-95273-3
1-282-78281-9 9786612782817 0-470-87903-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Evolution of Technical Analysis: Financial Prediction from Babylonian Tablets to Bloomberg Terminals; Contents; Introduction; Chapter 1: Ancient Roots; The Beginnings; Ancient Babylon; Ancient Greece; Ancient Rome; Negative Attitudes toward Traders; Chapter 2: The Middle Ages and the Renaissance; Western Europe; Technical Analysis; Societal Attitudes; Chapter 3: Asia; Japan; China; Chapter 4: The New World; Wall Street; Societal Attitudes; Chapter 5: A New Age for Technical Analysis; Dow Theory; Relative Strength; Market Cycles and Waves; Chart Patterns; Volume of Trading; Market Breadth
Nontechnical AnalysisChapter 6: Technical Analysis Today; Trends; Patterns; Strength; Cycles; Wall Street's Reinterpretation of Technical Analysis; Chapter 7: A Brief History of Randomness and Efficient Markets; Prices As Objects of Study; The Emergence of Efficient Markets; What Is Random?; Chapter 8: Academic Approaches to Technical Analysis; Theoretical Underpinnings; Empirical Evaluation; Adaptive Markets and Technical Analysis; Notes; Bibliography; Acknowledgments; About the Authors; Index |
| Record Nr. | UNINA-9910823869103321 |
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Lo Andrew W (Andrew Wen-Chuan)
|
||
| Hoboken, NJ, : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
| Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Rev. and expanded ed.] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2010 |
| Descrizione fisica | 1 online resource (388 p.) |
| Disciplina | 332.64524 |
| Collana | Advances in financial engineering |
| Soggetto topico | Mutual funds |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-63952-8
9786612639524 1-4008-3581-X |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index |
| Record Nr. | UNINA-9910457150503321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
| Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Rev. and expanded ed.] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2010 |
| Descrizione fisica | 1 online resource (388 p.) |
| Disciplina | 332.64524 |
| Collana | Advances in financial engineering |
| Soggetto topico | Mutual funds |
| ISBN |
1-282-63952-8
9786612639524 1-4008-3581-X |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index |
| Record Nr. | UNINA-9910781017403321 |
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Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo
| Hedge funds [[electronic resource] ] : an analytic perspective / / Andrew W. Lo |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Rev. and expanded ed.] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 2010 |
| Descrizione fisica | 1 online resource (388 p.) |
| Disciplina | 332.64524 |
| Collana | Advances in financial engineering |
| Soggetto topico | Mutual funds |
| ISBN |
1-282-63952-8
9786612639524 1-4008-3581-X |
| Classificazione | QK 530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Color Plates -- Acknowledgments -- 1 Introduction -- 2 BasicPropertiesof Hedge Fund Returns -- 3. Serial Correlation, Smoothed Returns, and Illiquidity -- 4 Optimal Liquidity -- 5 Hedge Fund Beta Replication -- 6 A New Measure of Active Investment Management -- 7 Hedge Funds and Systemic Risk -- 8 An Integrated Hedge Fund Investment Process -- 9 Practical Considerations -- 10 What Happened to the Quants in August 2007? -- 11 Jumping the Gates -- Appendix -- References -- Index |
| Record Nr. | UNINA-9910823135303321 |
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Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
In pursuit of the perfect portfolio [[electronic resource (book)] ] : the stories, voices, and key insights of the pioneers who shaped the way we invest / / Andrew W. Lo, Stephen R. Foerster
| In pursuit of the perfect portfolio [[electronic resource (book)] ] : the stories, voices, and key insights of the pioneers who shaped the way we invest / / Andrew W. Lo, Stephen R. Foerster |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , [2021] |
| Descrizione fisica | 1 online resource (415 pages) : illustrations |
| Disciplina | 332.60922 |
| Soggetto topico |
Portfolio management
Capitalists and financiers Investments |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-691-22988-0
0-691-22268-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- Preface -- The Pioneers and Their Connections -- 1. A Brief History of Investments -- 2. Harry Markowitz and Portfolio Selection -- 3. William Sharpe and the Capital Asset Pricing Model -- 4. Eugene Fama and Efficient Markets -- 5. John Bogle and the Vanguard Portfolio -- 6. Myron Scholes and the Black-Scholes / Merton Option Pricing Model -- 7. Robert Merton, from Derivatives to Retirement -- 8. Martin Leibowitz, from Bond Guru to Investment Strategist -- 9. Robert Shiller and Irrational Exuberance -- 10. Charles Ellis and Winning at the Loser's Game -- 11. Jeremy Siegel, the Wizard of Wharton -- 12. So, What Is the Perfect Portfolio? -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910554488503321 |
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Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, New Jersey : , : Princeton University Press, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Core Textbook] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 1999 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | MacKinlayArchie Craig <1955-> |
| Soggetto topico |
Stocks - Prices - Mathematical models
Random walks (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-37184-7
9786613371843 1-4008-2909-7 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index |
| Record Nr. | UNINA-9910461657203321 |
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Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Core Textbook] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 1999 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | MacKinlayArchie Craig <1955-> |
| Soggetto topico |
Stocks - Prices - Mathematical models
Random walks (Mathematics) |
| ISBN |
1-283-37184-7
9786613371843 1-4008-2909-7 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index |
| Record Nr. | UNINA-9910789735303321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A non-random walk down Wall Street / / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street / / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Core Textbook] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 1999 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | MacKinlayArchie Craig <1955-> |
| Soggetto topico |
Stocks - Prices - Mathematical models
Random walks (Mathematics) |
| ISBN |
1-283-37184-7
9786613371843 1-4008-2909-7 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index |
| Record Nr. | UNINA-9910824879903321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||