Handbook of applied investment research
Material type:
TextPublication details: New Jersey World Scientific Publishing Company Pvt. Ltd. 2021 Description: iii, 763 pISBN: 9789811216725Subject(s): Stock price forecasting--Mathematical models | Portfolio management | InvestmentsDDC classification: 332.632042 Summary: 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.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Book
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.632042 GUE (Browse shelf(Opens below)) | 1 | Available | 004283 |
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.
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