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Calendar Anomalies And Arbitrage
-5 %

Calendar Anomalies And Arbitrage

629 kr

629 kr

Tidigare lägsta pris:

661 kr

I lager

Ons, 11 jun - mån, 16 jun


Säker betalning

14-dagars öppet köp


Säljs och levereras av

Adlibris

Produktbeskrivning

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.

Artikel.nr.

2a19fdd7-3527-4258-b93a-cbf4c232eef6

Calendar Anomalies And Arbitrage

629 kr

629 kr

Tidigare lägsta pris:

661 kr

I lager

Ons, 11 jun - mån, 16 jun


Säker betalning

14-dagars öppet köp


Säljs och levereras av

Adlibris