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

0 avg rating
( 0 ratings by GoodReads )
 
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.

"synopsis" may belong to another edition of this title.

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.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Ziemba, William T.
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Quantity Available: > 20
Seller
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2012. PAP. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # TL-9789814417457

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 47.27
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

2.

William T. Ziemba
Published by World Scientific Publishing Co Pte Ltd 2012-07-23, Singapore (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
New paperback Quantity Available: 1
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description World Scientific Publishing Co Pte Ltd 2012-07-23, Singapore, 2012. paperback. Book Condition: New. Bookseller Inventory # 9789814417457

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 46.19
Convert Currency

Add to Basket

Shipping: US$ 5.77
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

William T. Ziemba
Published by World Scientific Publishing Co Pte Ltd, Singapore (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Paperback Quantity Available: 10
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 53.19
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

William T. Ziemba
Published by World Scientific Publishing Co Pte Ltd (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Quantity Available: 10
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description World Scientific Publishing Co Pte Ltd, 2012. PAP. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # CA-9789814417457

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 41.91
Convert Currency

Add to Basket

Shipping: US$ 11.53
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

William T. Ziemba
Published by World Scientific Publishing Co Pte Ltd, Singapore (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Paperback Quantity Available: 10
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 54.75
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

William T. Ziemba
Published by World Scientific Publishing Co Pte Ltd
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Paperback Quantity Available: 5
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 48.47
Convert Currency

Add to Basket

Shipping: US$ 7.61
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Ziemba, William T
Published by World Scientific Publishing Company (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Paperback Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description World Scientific Publishing Company, 2012. Paperback. Book Condition: New. book. Bookseller Inventory # 9814417459

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 68.90
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Ziemba, William T.
Published by World Scientific Pub Co Inc (2012)
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Paperback Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.74
Convert Currency

Add to Basket

Shipping: US$ 7.69
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

William T. Ziemba
ISBN 10: 9814417459 ISBN 13: 9789814417457
New Paperback Quantity Available: 1
Seller
AussieBookSeller
(SILVERWATER, NSW, Australia)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 66.73
Convert Currency

Add to Basket

Shipping: US$ 28.00
From Australia to U.S.A.
Destination, Rates & Speeds