Майкл Ковел - Биржевая торговля по трендам. Как заработать, наблюдая тенденции рынка

O’Donoghue, Ted and Matthew Rabin. Choice and Procrastination. University of California at Berkeley, Department of Economics. Working Paper E00-281 (June 3, 2001).

Oldest CTAs in the Industry Have Survived and Thrived. Barclay Trading Group Roundtable, Vol. 6,No. 3. (Third quarter, 1995).

Peltz, Lois. The Big Global Macro Debate. Market Barometer (April 1998): 9-13.

Peltz, Lois. The New Investment Superstars. Canada: John Wiley & Sons, Inc., 2001.

Peters, E. E. Fractal Market Analysis. New York: John Wiley & Sons, Inc., 1994.

Rand, Ayn. Atlas Shrugged. New York: Random House, 1957.

Rand, Ayn. The Fountainhead. New York: Bobbs-Merrill Company, 1943.

Rappaport, Alfred. Creating Shareholder Value: A Guide for Managers and Investors. New York: The Free Press, 1998.

Rappaport, Alfred and Michael J. Mauboussin. Expectations Investing. Boston: Harvard Business School Publishing, 2001.

Reerink, Jack. Seidler’s Returns Fuel Comeback. Futures, Vol. 24, No. 3 (March 1995).

Rogers, Jim. Investment Biker. New York: Villard Books, 1994.

Russo, J. Edward and Paul J. H. Schoemaker. Managing Overconfidence. Sloan Management Review (Winter 1992).

Rzepczynski, Mark. The End of the Benign Economy and the New Era for Managed Funds. MFA Reporter (John W. Henry & Company, Inc, 2001).

Rzepczynski, Mark S. Market Vision and Investment Styles: Convergent versus Divergent Trading. The Journal of Alternative Investments, Vol. 2,No. 1 (Winter 1999): 77–82.

Schneeweis, Thomas, and Georgi Georgiev. The Benefits of Managed Futures. CISDM and School of Management at University of Massachusetts (2002).

Schneeweis, Thomas, and Spurgin, Richard. Quantitative Analysis of Hedge Fund and Managed Futures Return and Risk Characteristics, in Evaluating and Implementing Hedgefund Strategies, Second Edition, R. Lake ed., 2002.

Schwager, Jack D. Getting Started in Technical Analysis. New York: John Wiley & Sons, Inc., 1999.

Schwager, Jack D. Market Wizards: Interviews with Top Traders. New York: HarperBusiness, 1989.

Schwager, Jack D. The New Market Wizards: Conversations with America’s Top Traders. New York: HarperBusiness, 1992.

Schwed Jr., Fred. Where Are the Customers’ Yachts? Canada: John Wiley & Sons, Inc., 1995.

Seykota, Ed and Dave Druz. Determining Optimal Risk. Stocks and Commodities, Vol. 11, No. 3: 122–124.

Shapiro, Carl and Hal R. Varian. Information Rules: A Strategic Guide to the Network Economy. Boston: Harvard Business School Press, 1999.

Shefrin, Hersh and Meir Statman. The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence. Journal of Finance, 40 (1985) 777–790.

Shekerjian, Denise. Uncommon Genius. New York: Penguin Books, 1990.

Shiller, Robert J. Irrational Exuberance. Princeton, NJ: Princeton University Press, 2000.

Robert J. Shiller. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends? American Economic Review, 71 (1981).

Sloan, Allen. Even With No Bull Market, Baby Boomers Can Thrive. March 2002. See www.washingtonpost.com.

Slywotzky, Adrian J. V alue Migration: How to Think Several Moves Ahead of the Competition. Boston: Harvard Business School Press, 1996.

Smant, Dr. D. J. C. Famous First Bubbles, South Sea Bubble? The Fundamentals of Early Manias. Oct. 2001.

Soros, George. The Alchemy of Finance: Reading the Mind of the Market. New York: John Wiley & Sons, Inc., 1994.

Spurgin, Richard. Some Thoughts on the Source of Return to Managed Futures. CISDM and School of Management at University of Massachusetts Steinhardt, Michael. No Bull: My Life In and Out of Markets. Canada: John Wiley & Sons, Inc., 2001.

Stendahl, David, Staying Afloat. Omega Research (1999).

Szala, Ginger. William Eckhardt: Doing by Learning. Futures, Vol. 21, No. 1 (January 1992).

Taleb, Nassim Nicholas. Fooled By Randomness. New York: Texere, 2001.

Teweles, Richard J. and Frank J. Jones. The Futures Game. Who Wins? Who Loses? Why? New York: McGraw-Hill, 1987.

Thaler, Richard H. Mental Accounting Matters. Journal of Behavioral Decision Making, 12 (1999): 183–206.

Thaler, Richard H. Saving, Fungibility, and Mental Accounts, Journal of Economic Perspectives, Vol. 4,No. 1 (Winter 1990): 193–205.

Tharp, Van K. Trade Your Way to Financial Freedom. New York: McGraw-Hill, 1999.

Thorp, Edward O. Beat the Dealer. New York: Vintage Books, 1966.

Toffler, Alvin. Future Shock. New York: Bantam Books, 1971.

Tully, Shawn. Princeton’s Rich Commodity Scholars. Fortune 9 (February 1981): 94.

Tversky, Amos and Daniel Kahneman. Belief in the Law of Small Numbers. Psychological Bulletin, 76 (1971) 105–110.

Tzu, Sun. The Art of War. Boston and London: Shambhala, 1988.

Ueland, Brenda. If You Want to Write: A Book About Art, Independence and Spirit. Saint Paul, MN: Graywolf Press, 1937.

Vince, Ralph. Portfolio Management Formulas. Canada: John Wiley & Sons, Inc., 1990.

Vince, Ralph. The New Money Management. New York: John Wiley & Sons, Inc., 1995.

von Mises, Ludwig. Human Action: A Treatise on Economics. New York: The Foundation for Economic Education, Inc., 1996. First published 1949.

Watts, Dickson G. Speculation as a Fine Art and Thoughts on Life. New York: Traders Press, 1965.

Where, Oh Where Are the.400 Hitters of Yesteryear. Financial Analysts Journal (Nov./Dec. 1998): 6-14.

Williamson, Porter B. General Patton’s Principles For Life and Leadership. Tuscon, AZ: MSC, Inc., 1988.

Wolfram, Stephen. A New Kind of Science. Champaign, IL: Wolfram Media, Inc., 2002.

Wolman, William and Anne Colamosca. The Great 401 (k) Hoax. Cambridge, Massachusetts: Perseus Publishing, 2002.

Yeung, Albert, Mika Toikka, Pankaj N. Patel, and Steve S. Kim. Quantitative Strategy. Does Technical Analysis Work? Credit Suisse First Boston. September 25, 2002.

Примечания

1

Recruitment ad for Shackleton’s Antarctic Expedition. The Times, London, 1913. Believed to have been posted in the personals section.

2

Van K. Tharp, Trade Your Way to Financial Freedom. New York: McGraw-Hill, 1999.

3

See www.mises.org.

4

Ludwig von Mises, Human Action: A Treatise on Economics. 4th revised ed. Irvington-on-Hudson, NY: The Foundation for Economic Education, Inc., 1996, printed 1998. First published 1949.

5

Доткомы – общее наименование интернет-компаний. Термин происходит от присущего названиям таких компаний сочетания «.com», где «точка» читается как «дот». – Примеч. науч. ред.

6

Ludwig von Mises, Human Action: A Treatise on Economics. 4th revised ed. Irvington-on-Hudson, NY: The Foundation for Economic Education, Inc., 1996, printed 1998. First published 1949.

7

Jack Schwager, Getting Started in Technical Analysis. John Wiley & Sons, 1999.

8

The History of rhe Motley Fool. Fool.com, November 4, 2003. See www.fool.com.

9

Неэкстраполяционная теория движения цен – теория движения фьючерсных цен на акции и товары, по которой старые цены не могут служить прогнозом движения цен в будущем. – Примеч. перев.

10

John Allen Paulos. A Mathematician Plays the Stock Market. Basic Books, 2003, 47.

11

Quantitative Strategy: Does Technical Analysis Work? Equity Research, Credit Suisse First Boston. September 25, 2002.

12

Daniel P. Collins in Futures, October 2003.

13

Disclosure Document. John W. Henry & Company, Inc. August 22, 2003.