بناء و تقييم أداء محافظ الزخم النشطة في سوق العراق للأوراق المالية

First : Books

- Arnold , Curtis M. "Timing the market : How to profit in Bull and Bear

market with technical Analysis " 1st edition, Mc Graw-Hill , Inc , 1993 .

– Ambrosior, Charles .A.D “ Portfolio Management Basics “ From

Editorial “ Managing Investment Portfolios : A dynamic Process “ 2nd

Edition , Edited by John L . Maginn and Donald L . Tuttle . Warren Gorham

& Lamont ,1990.

- Bernstein , Jake "No Bull investing : Straightforward Advice to

Maximize Your Return in Any Market with Any amount of Money" 1st ,

Dear Born trade publishing 2003.

-Bird , John O. and Cart T.F. Ross "Mechanical engineering principles"

rd edition , Routledge , Inc. 2015.

– Brentani , Christine “ Portfolio Management in Practice “ 1st edition ,

Butterworth-Heinemann , MA , 2004 .

- Brown , David and Kassandra Bentley "All about Stock Market

Strategies : the easy way to get started " 1st edition, McGraw-Hill , 2002 .

- Bodie, Zvi ; Alex Kane and Alan J. Marcus “ Essentials of Investment

“5th edition , McGraw-Hill , 2003 .

– Cohen , Jerome B. ; Edward D. Zinbarg and Arthur Zeikel "

Investment Analysis and Portfolio Management " 5th Edition ,

McGraw/Hill .Inc, 1987.

– Corner , Desmond and David G. Mayers “ Modern Portfolio Theory

and Financial Institutions “ 1st edition , Palgrave McMillian , UK , 1983.

- Ciana , Poul " New Frontiers in Technical Analysis: Effective Tools

and Strategies for Trading and Investing " Bloomberg Press , Published by

John Wiley & Sons, Inc., Hoboken, New Jersey , 2011

– Fabozzi , Frank J. “ Institutional Investment Management : Equity and

Bond Portfolio Strategies and Applications “ 1st Edition ,John Wiley and

Sons, Inc. 2009.

-Farley , Alan S. The Master Swing Trader Toolkit: The Market

Survival Guide " 1st edition, McGraw-Hill , Inc. 2010.

– French , Dan W. " Security and Portfolio Analysis: Concepts and

Management " 1st Edition , Merrill Publishing Company , 1989.

- Jegadeesh , Narasimhan and Sharidan Titman "Returns to Buying

Winners and Selling Losers : Implications for stock Market Efficiency" the

Journal of finance , Vol.48 , No.1 , 1993, PP 65-91 .

– Gitman , Lawrence J. and Michael D. Joehnk “ Fundamentals of

Investing “ 10th Edition , Pearson Education Inc. MA, USA, 2008

- Haight , G. Timothy ; Stephen Morrell and Glenn E. Ross “ How to

Select investment managers and Evaluate Performance “ 1st Edition ,John

Wiley and Sons, Inc. 2007.

– Hearth , Douglas and Janis K . Zaima “ Contemporary Investment :

Security and Portfolio Analysis “ 4th edition , Thomson Learning , USA ,

- Kaufmann, Perry J. "A Short Course in Technical Trading" 1st

edition, Wiley & Son.Inc, New Jersey , USA ,2003.

-Kirkpartrick,Charles D. "Beat the market invest by Knowing What

Stocks to buy and What Stocks Sell" 1st edition , Pearson Education , Inc.

.

-Krikpatrick II , Charles D " Time the Markets: Using Technical

Analysis to Interpret Economic Data, Revised Edition " 1st edition ,

Pearson Education , Inc , 2012 .

- Ilmanen , Antti "Expected Return :An Investor's guide to Harvesting

Market Rewards " 1st edition John Wiley and Sons , Inc. USA , 2011 .

- Iverson , David " Strategic Risk management:A practical Guide to

portfolio Risk management " 1stedition , John Wiley and Sons, Inc., 2013.

– Levy , Haim & Theirry Post “ Investment” 1st Edition , Pearson

Education Limited , 2005.

- McDowell, Bennett A. "the Art of Trading: Combining the Science

of Technical Analysis with the Art of Reality – Based trading" 1st edition

, John Wiley and Sons , Inc. 2008 .

- Miner , Robert C. "High Probability trading strategies : entry to Exit

Tactics for forex , Futures , and stock Markets "1st edition John wiley and

Sons , Inc. 2009 .

-Pring , Martin J. "How to select Stocks Using technical Analysis" 1st

edition , McGraw – Hill, Companies , Inc. 2002.

– Reilly , Frank K. and Keith C. Brown " Investment Analysis &

Portfolio Management " 10th Edition , South-Western , Cengage Learning

,2012.

– Renneboog , L “ Advances in Corporate Finance and Asset Pricing

“ 1st Edition , Elesever, Inc . 2006.

-Snopek , Lukasz "the Complete Guide to portfolio Construction and

Management" 1st edition , John Wiley and Sons , Inc. 2012 .

- Satchell , Stephan Forecasting Expected Returns in the Financial

Markets " 1st edition , Academic press , Elesever press , 2007 .

– Strong , Robert A. " Portfolio Construction Management and

Protection " 5th edition , Cengage Learning , Mason , 2009.

- Tortoriello, Richard "Quantitative Strategies for Achieving Alpha"

st edition , McGraw – Hill, Companies , Inc. 2009.

-WarWick , Ben "the Worldly investor guide to Beating the market :

Beat the pros at their Own Game" 1st edition , John Wiley and Sons , Inc.

-Weir , Deborah , J "Timing the Market : How to profit in the Stock

market using the Yield Curve , technical Analysis and Cultural indicators"

st edition , John Wiley and Son , Inc. 2006 .

- Woods , Steve " Float Analysis: Powerful Technical Indicators Using

Price and Volume " 1st edition , John Wiley and Sons , Inc. 2002.

Second : Journals

- Ambachtsheer , Keith “ Active Management that adds value : Reality

or Illusion ?” The Journal of Portfolio Management 1994 No21, Vol 1,

pp89-92.

- Carhart , Mark M. “ On Persistence in Mutual Fund Performance “

The Journal of Finance, Vol. 52, No. 1 (Mar., 1997), pp. 57-82.

- Chordia , Tarun and Lakshmanan shivakumar " Momentum,

Business Cycle, and Time-varying Expected Returns " the Journal of

finance , VoL 57 , No.2 , 2002 . PP 985-1019 .

- Cooper , Micheal J. , Roberto G. Gutierrez and Allaudeen Hameed

"Market State and momentum "Journal of finance , VoL. 59 , No. 3 , PP

-1365 . 2004.

- Daniel, Kent and Tobias J. Moskowitz "Momentum Crashes ",

Journal of Financial Economics, Volume 122, Issue 2, ,2016, PP221–247.

- Dichev , llia , Kelly Huang and Dexin Zhou "the Dark side of

Trading" Journal of Accounting Auditing & Finance , Vol 29 , No.4 ,

pp 492-518 , 2014 .

– Grinblatt , Mark and Sheridan Titman “ Mutual Fund Performance:

An Analysis of Quarterly Portfolio Holdings” The Journal of Business,

Vol. 62, No. 3 , 1989 , PP 393-416.

- Grobys , Klaus "another look at momentum crashes: momentum in

the European monetary Union "Applied Economics , Vol.48, No.19 ,

, PP 1759-1766 .

– Harlow , W.V. and Keith C. Brown “ The Right Answer To The

Wrong Question : Identifying Superior Active Portfolio Management “

journal of investment management , Vol. 4, No. 4 , 2006 , PP 1-26 .

- Hendricks ,Darryll, Jayendu Patel, Richard Zeckhauser "Hot Hands

in Mutual Funds: The Persistence of Performance, 1974-87" the Journal of

finance , Vol 48 , No.1 , 1991 , PP 93-130.

-Hwang , Soosung and Alexander Rubesam "the disappearance of

momentum "the European Journal of Finance , Vol. 21 , No 7 , PP 584-607

.

- Jensen , Michael C. , “ The Performance of Mutual Funds in the

Period 1945-1964 “The Journal of Finance, Vol. 23, No. 2, 1968, pp. 389-

- Jegadeesh , Narasimhan and Sharidan Titman "Returns to Buying

Winners and Selling Losers : Implications for stock Market Efficiency" the

Journal of finance , Vol.48 , No.1 , 1993, PP 65-91 .

- Jegadeesh , narasimhan and Sheridan Titman "profitability of

momentum Strategies : An Evaluation of Alternative Explanations" the

Journal of finance , Vol. 56, No.2 , 2001 , PP 699-718 .

- Korajczyk Robert A. and Ronnie Sadka "Are Momentum profits

Robust to trading Costs?" the Journal of finance Vol. LIX, No.3 , 2004 ,

PP 1039-1082

- Levy , Robert A "Relative strength as a Criterion for investment

Selection " Journal of finance , VoL.22 , Issue . 4, 1967 , PP 595-610 .

- Malkiel , Burton G. " The Efficient Market Hypothesis and It's Critics

"Journal of Economics perspectives , Vol .17 , No1 ,2003 ,PP 59-82 .

- Rouwenhorst, K. Geert "international momentum Strategies" The

Journal of finance , Vol.53 , Issue 1 , 1998 , 267-284.

– Sharpe , William F. “ Mutual Fund Performance “ The Journal of

Business, Vol. 39, No.1, 1966 , pp. 119-138.

Third : Unpublished Works

- Daniel , Kent " Momentum Crashes ", Columbia Business School

Research Paper Series , unpublished work, April 12 , 2011.

– Park , Kyung-In and Dongcheol Kim " Source of Momentum Profits

in International Stock Markets" unpublished work , 2011.