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Calendar Anomalies And Arbitrage
Engelsk
Bogcover for Calendar Anomalies And Arbitrage af William T Ziemba, 9789814417457
Specifikationer
Sprog:
Engelsk
Sider:
608
ISBN-13:
9789814417457
Indbinding:
Paperback
ISBN-10:
9814417459
Udg. Dato:
24 sep 2012
Størrelse i cm:
16,7 x 24,8 x 3,5
Oplagsdato:
24 sep 2012
Forfatter(e):

Calendar Anomalies And Arbitrage

Engelsk
Paperback 2012
Format:

Bog beskrivelse

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.

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Specifikationer
Sprog:
Engelsk
Sider:
608
ISBN-13:
9789814417457
Indbinding:
Paperback
ISBN-10:
9814417459
Udg. Dato:
24 sep 2012
Størrelse i cm:
16,7 x 24,8 x 3,5
Oplagsdato:
24 sep 2012
Forfatter(e):
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