Calendar Anomalies and Arbitrage (World Scientific Series in Finance) (Volume 2)

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9789814417457: Calendar Anomalies and Arbitrage (World Scientific Series in Finance) (Volume 2)

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.

Readership: Students, researchers and professionals who are interested in stock market investment and futures trading strategies.

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About the Author:

William T Ziemba is the Alumni Professor (Emeritus) of Financial Modeling and Stochastic Optimization in the Sauder School of Business, University of British Columbia, Canada where he taught from 1968 to 2004. He obtained his PhD from the University of California, Berkeley in 1969. He now teaches as a Visiting Professor at world-reknowned institutions including Cambridge, Oxford, London School of Economics, Reading ICMA Centre, and Warwick in the UK; Stanford, UCLA, Berkeley, Chicago and MIT in the US; Bergamo and Venice in Italy;Toulouse and EDHEC in France; Tsukuba in Japan; the National University of Singapore and the National Technological University in Singapore. Leading financial institutions, which he has been consultant to, include the Frank Russell Company, Morgan Stanley, Buchanan Partners, Gordon Capital, Matcap Capital, and Private International Wealth Management. His research is in asset-liability management, portfolio theory and practice, security market imperfections, Japanese and Asian financial markets, sports and lottery investments, and applied stochastic programming.

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Ziemba, William T
Published by World Scientific Publishing Co Pte Ltd, Singapore (2012)
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Book Description World Scientific Publishing Co Pte Ltd, Singapore, 2012. Paperback. Book Condition: New. 246 x 164 mm. Language: English . Brand New Book. 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. Bookseller Inventory # AAJ9789814417457

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Ziemba, William T
Published by World Scientific Publishing Co Pte Ltd, Singapore (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
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Book Description World Scientific Publishing Co Pte Ltd, Singapore, 2012. Paperback. Book Condition: New. 246 x 164 mm. Language: English . Brand New Book. 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. Bookseller Inventory # AAJ9789814417457

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Book Description World Scientific Publishing Co Pte Ltd. Paperback. Book Condition: new. BRAND NEW, Calendar Anomalies and Arbitrage, William T. Ziemba, 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. Bookseller Inventory # B9789814417457

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Book Description World Scientific Pub Co Inc, 2012. Paperback. Book Condition: Brand New. 608 pages. 9.75x6.50x1.25 inches. In Stock. Bookseller Inventory # __9814417459

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Book Description 2012. Paperback. Book Condition: New. 166mm x 266mm x 31mm. Paperback. 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 t.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 608 pages. 1.034. Bookseller Inventory # 9789814417457

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Book Description World Scientific Publishing Co Pte Ltd, 2012. Paperback. Book Condition: New. 16.6 x 26.6 cm. Our orders are sent from our warehouse locally or directly from our international distributors to allow us to offer you the best possible price and delivery time. Book. Bookseller Inventory # MM-60397936

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