The Handbook of Equity Market Anomalies

The Handbook of Equity Market Anomalies
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作者: ,
出版社: Wiley
2011-10
版次: 1
ISBN: 9780470905906
定价: 533.90
装帧: 精装
开本: 其他
纸张: 其他
页数: 334页
正文语种: 英语
丛书: Wiley Finance
  • InvestmentpioneerLenZackspresentsthelatestacademicresearchonhowtobeatthemarketusingequityanomaliesTheHandbookofEquityMarketAnomaliesorganizesandsummarizesresearchcarriedoutbyhundredsoffinanceandaccountingprofessorsoverthelasttwentyyearstoidentifyandmeasureequitymarketinefficienciesandprovidesself-directedindividualinvestorswithaframeworkforincorporatingtheresultsofthisresearchintotheirowninvestmentprocesses.EditedbyLenZacks,CEOofZacksInvestmentResearch,andwrittenbyleadingprofessorswhohaveperformedgroundbreakingresearchonspecificanomalies,thisbooksuccinctlysummarizesthemostimportantanomaliesthatsavvyinvestorshaveusedfordecadestobeatthemarket.Someoftheanomaliesaddressedincludetheaccrualanomaly,netstockanomalies,fundamentalanomalies,estimaterevisions,changesinandlevelsofbrokerrecommendations,earnings-per-sharesurprises,insidertrading,pricemomentumandtechnicalanalysis,valueandsizeanomalies,andseveralseasonalanomalies.Thisreliableresourcealsoprovidesinsightsonhowtobestusethevariousanomaliesinbothmarketneutralandinlonginvestorportfolios.Atreasuretroveofinvestmentresearchandwisdom,thebookwillsaveyouliterallythousandsofhoursbydistillingtheessenceoftwentyyearsofacademicresearchintoelevenclearchaptersandprovidingtheframeworkandconvictiontodevelopmarket-beatingstrategies.Stripstheacademicjargonfromtheresearchandhighlightstheactualreturnsgeneratedbytheanomalies,anddocumentedintheacademicliteratureProvidesatheoreticalframeworkwithinwhichtounderstandtheconceptsofriskadjustedreturnsandmarketinefficienciesAnomaliesareselectedbyLenZacks,apioneerinthefieldofinvestingAsthefounderofZacksInvestmentResearch,LenZackspioneeredtheconceptoftheearnings-per-sharesurprisein1982anddevelopedtheZacksRank,oneofthefirstanomaly-basedstockselectiontools.Today,hisfirmmanagesU.S.equitiesforindividualandinstitutionalinvestorsandprovidesinvestmentsoftwareandinvestmentdatatoalltypesofinvestors.Now,withhisnewbook,heshowsyouwhatittakestobuildaquantprocesstooutperformanindexbasedonacademicallydocumentedmarketinefficienciesandanomalies. LeonardZackshasbeenChairmanandCEOofZacksInvestmentResearchsince1978.Priortothat,heheldseveralpositionswithA.G.Becker,aChicago-basedbrokeragefirm,includinginvestmentanalyst,assistanttothepresident,andproductdevelopmentmanager.ZackswasanassociateatMcKinsey&CompanyinNewYorkandananalystattheRandCorporationinCalifornia.HeholdsaPhDinoperationsresearchfromtheMassachusettsInstituteofTechnology.
  • 内容简介:
    InvestmentpioneerLenZackspresentsthelatestacademicresearchonhowtobeatthemarketusingequityanomaliesTheHandbookofEquityMarketAnomaliesorganizesandsummarizesresearchcarriedoutbyhundredsoffinanceandaccountingprofessorsoverthelasttwentyyearstoidentifyandmeasureequitymarketinefficienciesandprovidesself-directedindividualinvestorswithaframeworkforincorporatingtheresultsofthisresearchintotheirowninvestmentprocesses.EditedbyLenZacks,CEOofZacksInvestmentResearch,andwrittenbyleadingprofessorswhohaveperformedgroundbreakingresearchonspecificanomalies,thisbooksuccinctlysummarizesthemostimportantanomaliesthatsavvyinvestorshaveusedfordecadestobeatthemarket.Someoftheanomaliesaddressedincludetheaccrualanomaly,netstockanomalies,fundamentalanomalies,estimaterevisions,changesinandlevelsofbrokerrecommendations,earnings-per-sharesurprises,insidertrading,pricemomentumandtechnicalanalysis,valueandsizeanomalies,andseveralseasonalanomalies.Thisreliableresourcealsoprovidesinsightsonhowtobestusethevariousanomaliesinbothmarketneutralandinlonginvestorportfolios.Atreasuretroveofinvestmentresearchandwisdom,thebookwillsaveyouliterallythousandsofhoursbydistillingtheessenceoftwentyyearsofacademicresearchintoelevenclearchaptersandprovidingtheframeworkandconvictiontodevelopmarket-beatingstrategies.Stripstheacademicjargonfromtheresearchandhighlightstheactualreturnsgeneratedbytheanomalies,anddocumentedintheacademicliteratureProvidesatheoreticalframeworkwithinwhichtounderstandtheconceptsofriskadjustedreturnsandmarketinefficienciesAnomaliesareselectedbyLenZacks,apioneerinthefieldofinvestingAsthefounderofZacksInvestmentResearch,LenZackspioneeredtheconceptoftheearnings-per-sharesurprisein1982anddevelopedtheZacksRank,oneofthefirstanomaly-basedstockselectiontools.Today,hisfirmmanagesU.S.equitiesforindividualandinstitutionalinvestorsandprovidesinvestmentsoftwareandinvestmentdatatoalltypesofinvestors.Now,withhisnewbook,heshowsyouwhatittakestobuildaquantprocesstooutperformanindexbasedonacademicallydocumentedmarketinefficienciesandanomalies.
  • 作者简介:
    LeonardZackshasbeenChairmanandCEOofZacksInvestmentResearchsince1978.Priortothat,heheldseveralpositionswithA.G.Becker,aChicago-basedbrokeragefirm,includinginvestmentanalyst,assistanttothepresident,andproductdevelopmentmanager.ZackswasanassociateatMcKinsey&CompanyinNewYorkandananalystattheRandCorporationinCalifornia.HeholdsaPhDinoperationsresearchfromtheMassachusettsInstituteofTechnology.
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