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Calendar Anomalies and Arbitrage
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Calendar Anomalies and Arbitrage Hardback - 2012

by William T. Ziemba

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Reader reviews for Calendar Anomalies and Arbitrage

From the publisher

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.

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 Hardback
  • Pages 608
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company
  • Publication date 2012-07-26
  • 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)
  • Category Business / Economics / Finance
  • Library of Congress Catalogue 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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  • Hardback
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9789814405454 / 9814405450
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World Scientific Publishing Company, 2012-07-23. hardcover. Used: Good. 6.25x1.50x10.25. Buy with confidence. Excellent Customer Service & Return policy.
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CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)
Stock photo: cover may vary

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

by William T Ziemba

  • Used
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  • Hardback
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Good
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Hardcover
ISBN 10 / ISBN 13
9789814405454 / 9814405450
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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A$189.76
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CALENDAR ANOMALIES AND ARBITRAGE

CALENDAR ANOMALIES AND ARBITRAGE

by ZIEMBA WILLIAM T

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  • Hardback
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Hardcover
ISBN 10 / ISBN 13
9789814405454 / 9814405450
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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 i
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Item price
A$419.33
A$15.43 Delivery to USA
Calendar Anomalies and Arbitrage
Stock photo: cover may vary

Calendar Anomalies and Arbitrage

by Ziemba, William T.

  • New
  • Hardback
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9789814405454 / 9814405450
Quantity available
2
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A$504.29
A$28.96 Delivery to USA

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Description:
World Scientific Pub Co Inc, 2012. Hardcover. New. illustrated edition. 90 pages. 9.84x1.42x6.54 inches.
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Item price
A$504.29
A$28.96 Delivery to USA