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· 분류 : 외국도서 > 경제경영 > 투자/증권 > 분석/전략
· ISBN : 9781119871736
· 쪽수 : 896쪽
· 출판일 : 2021-12-14
목차
Introduction ix
The CMT Association ix
The CMT Program x
The Level III Textbook xii
Section I Risk Management 1
Chapter 1 System Design and Testing 3
Charles D. Kirkpatrick II and Julie R. Dahlquist
Chapter 2 Money and Portfolio Risk Management 31
Charles D. Kirkpatrick II and Julie R. Dahlquist
Chapter 3 System Evaluation and Testing 53
Perry J. Kaufman
Chapter 4 Practical Considerations 126
Perry J. Kaufman
Chapter 5 Risk Control 169
Perry J. Kaufman
Chapter 6 Statistical Analysis 238
David Aronson
Chapter 7 Hypothesis Tests and Confidence Intervals 283
David Aronson
Section II Asset Relationships 315
Chapter 8 Regression 317
Markos Katsanos
Chapter 9 Gold 325
Markos Katsanos
Chapter 10 Intermarket Indicators 341
Markos Katsanos
Chapter 11 A Unique Way to Visualize Relative Strength 363
Julius de Kempenaer and Mathew Verdouw, CMT, CFTe
Section III Portfolio Management 399
Chapter 12 Fact, Fiction, and Momentum Investing 401
Clifford S. Asness, Andrea Frazzini, Ronen Israel, and Tobias J. Moskowitz
Chapter 13 Analyzing the Macro-Finance Environment 426
Robert A. Weigand
Chapter 14 Portfolio Risk and Performance Attribution 460
Robert A. Weigand
Section IV Behavioral Finance 507
Chapter 15 Behavioral Biases 509
Michael M. Pompian
Chapter 16 Investor Psychology 526
Mark Andrew Lim
Chapter 17 Are Two Heads Better Than One? 538
James Montier
Chapter 18 The Anatomy of a Bubble 546
James Montier
Chapter 19 De-Bubbling: Alpha Generation 558
James Montier
Chapter 20 Behavioral Techniques 580
Perry J. Kaufman
Section V Volatility Analysis 611
Chapter 21 The VIX as a Stock Market Indicator 613
Russell Rhoads
Chapter 22 Hedging with VIX Derivatives 629
Russell Rhoads
Chapter 23 Advanced Techniques 643
Perry J. Kaufman
Section VI Classical Methods 691
Chapter 24 Pattern Recognition 693
Perry J. Kaufman
Chapter 25 Multiple T ime F rames 719
Perry J. Kaufman
Chapter 26 Candlestick Analysis 731
Mark Andrew Lim
Chapter 27 Progressive Charting 780
Steve Nison
Chapter 28 Bringing It All Together: Real-World Charts 821
Steve Nison
Chapter 29 Conclusions 847
Richard J. Bauer Jr. and Julie R. Dahlquist
Index 854
