Gary Antonacci

Dual Momentum Investing

An Innovative Strategy for Higher Returns with Lower Risk

• Gebundenes Buch

Produktbeschreibung

After examining more than two hundred years of data across dozens of markets and asset classes, the conclusion is clear: Momentum continually outperforms. However, most mainstream investors haven't had a way to fully discover and implement the benefits of momentum investing. This book deals with this topic.

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Produktdetails

• Verlag: McGraw-Hill Education - Europe
• Seitenzahl: 216
• Erscheinungstermin: 31. Oktober 2014
• Englisch
• Abmessung: 237mm x 161mm x 29mm
• Gewicht: 440g
• ISBN-13: 9780071849449
• ISBN-10: 0071849440
• Artikelnr.: 41217162

Autorenporträt

Gary Antonacci has over 30 years experience as an investment professional focusing on under exploited investment opportunities. In 1990, he founded Portfolio Management Consultants, which advises private and institutional investors on asset allocation, portfolio optimization, and advanced momentum strategies. He earned an MBA at Harvard.

Inhaltsangabe

Foreword by Wesley R. Gray, PhD vii
Acknowledgments xi
Preface xiii
CHAPTER 1 World's First Index Fund 1
CHAPTER 2 What Goes Up . . . Stays Up 13
CHAPTER 3 Modern Portfolio Theory Principles and Practices 25
CHAPTER 4 Rational and Not-So-Rational Explanations of Momentum 35
CHAPTER 5 Asset Selection: The Good, the Bad, and the Ugly 45
CHAPTER 6 Smart Beta and Other Urban Legends 71
CHAPTER 7 Measuring and Managing Risk 83
CHAPTER 8 Global Equities Momentum 93
CHAPTER 9 Mo' Better Momentum 115
CHAPTER 10 Final Thoughts 135
APPENDIX A Global Equity Momentum Monthly Results 143
APPENDIX B Absolute Momentum: A Simple Rule-Based Strategy and Universal
Trend-Following Overlay 145
Notes 173
Glossary 183
Bibliography 193
Recommended Reading 207
Index 209