Handbook Of Applied Investment Research

This book introduces the readers to the rapidly growing literature and latest results on financial, fundamental and seasonal anomalies, stock selection modeling and portfolio management. Fifty years ago, finance professors taught the Efficient Markets Hypothesis which states that the average investor could not outperform the stock market based on technical, seasonal and fundamental data. Many, if not most faculty and investors, no longer share that opinion. In this book, the authors report original empirical evidence that applied investment research can produce statistically significant stock selection and excess portfolio returns in the US, and larger excess returns in international and emerging markets.

Product details

• Authors: John B Guerard & William T Ziemba
• Assisted by: John B Guerard Jr (Editor), John B. Guerard Jr (Editor), John B Guerard (Editor), John B Guerard Jr (Editor), William T Ziemba (Editor), William T Ziemba (Editor), William T. Ziemba (Editor)
• Publisher: Ingram Publishers Services
• Languages: English
• Product format: Hardback
• Released: 30.11.2020
• EAN: 9789811216725
• ISBN: 978-981-1216-72-5
• Series: World Scientific Handbook in Financial Economics Series; World Scientific Handbook in F
• Subjects: Guides > Law, job, finance; Social sciences, law, business > Business > Business administration; Business & Economics / Investments & Securities / Stocks, Business & Economics / Investments & Securities / General, Investment & securities, Investment and securities