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Calendar Anomalies and Arbitrage
Taschenbuch von William T Ziemba
Sprache: Englisch

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Beschreibung
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.
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.
Details
Medium: Taschenbuch
Seiten: 608
ISBN-13: 9789814417457
ISBN-10: 9814417459
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: William T Ziemba
Hersteller: WSPC
Maße: 244 x 170 x 32 mm
Von/Mit: William T Ziemba
Erscheinungsdatum: 16.07.2012
Gewicht: 1,034 kg
preigu-id: 106213794
Details
Medium: Taschenbuch
Seiten: 608
ISBN-13: 9789814417457
ISBN-10: 9814417459
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: William T Ziemba
Hersteller: WSPC
Maße: 244 x 170 x 32 mm
Von/Mit: William T Ziemba
Erscheinungsdatum: 16.07.2012
Gewicht: 1,034 kg
preigu-id: 106213794
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