William T Ziemba 
CALENDAR ANOMALIES AND ARBITRAGE [EPUB ebook] 

Soporte

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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Idioma Inglés ● Formato EPUB ● Páginas 608 ● ISBN 9789814405478 ● Tamaño de archivo 10.8 MB ● Editorial World Scientific Publishing Company ● Ciudad Singapore ● País SG ● Publicado 2012 ● Descargable 24 meses ● Divisa EUR ● ID 2884745 ● Protección de copia Adobe DRM
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