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Calendar Anomalies And Arbitrage

Af: William T Ziemba Engelsk Paperback

Calendar Anomalies And Arbitrage

Af: William T Ziemba Engelsk Paperback
Tjek vores konkurrenters priser

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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Tjek vores konkurrenters priser

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.

Produktdetaljer
Sprog: Engelsk
Sider: 608
ISBN-13: 9789814417457
Indbinding: Paperback
Udgave:
ISBN-10: 9814417459
Kategori: Forside
Udg. Dato: 24 sep 2012
Længde: 35mm
Bredde: 248mm
Højde: 167mm
Forlag: World Scientific Publishing Co Pte Ltd
Oplagsdato: 24 sep 2012
Forfatter(e): William T Ziemba
Forfatter(e) William T Ziemba


Kategori Forside


ISBN-13 9789814417457


Sprog Engelsk


Indbinding Paperback


Sider 608


Udgave


Længde 35mm


Bredde 248mm


Højde 167mm


Udg. Dato 24 sep 2012


Oplagsdato 24 sep 2012


Forlag World Scientific Publishing Co Pte Ltd

Kategori sammenhænge