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CALENDAR ANOMALIES AND ARBITRAGE

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608pagine
Tempo di lettura
22ore

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Focusing on calendar anomalies in global equity markets, this book provides a comprehensive analysis of various effects like the January barometer and the "sell in May" strategy, particularly in futures markets. It also explores arbitrage and risk arbitrage, alongside modified buy-and-hold strategies influenced by presidential elections and fundamental factors. The author's successful application of these concepts in personal and managed accounts, as well as hedge funds, adds practical insights for investors looking to leverage these anomalies.

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CALENDAR ANOMALIES AND ARBITRAGE, William T Ziemba

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Pubblicato
2012
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