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Calendar Anomalies and Arbitrage
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Calendar Anomalies and Arbitrage Hardcover - 2012

by William T. Ziemba

From the jacket flap

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

  • Title Calendar Anomalies and Arbitrage
  • Author William T. Ziemba
  • Binding Hardcover
  • Pages 608
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company
  • Date 2012-09-24
  • Features Bibliography, Index, Table of Contents
  • ISBN 9789814405454 / 9814405450
  • Weight 2.6 lbs (1.18 kg)
  • Dimensions 9.7 x 6.8 x 1.4 in (24.64 x 17.27 x 3.56 cm)
  • Library of Congress Catalog Number 2012015741
  • Dewey Decimal Code 332.645

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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)
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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)

by William T Ziemba

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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)
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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)

by William T Ziemba

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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)
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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)

by William T Ziemba

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ISBN 10 / ISBN 13
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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)
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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)

by William T Ziemba

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ISBN 10 / ISBN 13
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CALENDAR ANOMALIES AND ARBITRAGE

CALENDAR ANOMALIES AND ARBITRAGE

by William T Ziemba

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Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This title deals with US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and
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Calendar Anomalies and Arbitrage
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Calendar Anomalies and Arbitrage

by Ziemba, William T.

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ISBN 10 / ISBN 13
9789814405454 / 9814405450
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World Scientific Pub Co Inc, 2012. Hardcover. New. illustrated edition. 90 pages. 9.84x1.42x6.54 inches.
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