000			01368nam a22002177a 4500
005			20230809132608.0
008			230120b ||||| |||| 00| 0 eng d
020			_a9789811216725
082			_a332.632042 _bGUE
245			_aHandbook of applied investment research
260			_bWorld Scientific Publishing Company Pvt. Ltd. _aNew Jersey _c2021
300			_aiii, 763 p.
365			_aUSD _b149.00
520			_aThis 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.
650			_aStock price forecasting--Mathematical models _913232
650			_aPortfolio management _913233
650			_aInvestments _912868
700			_aGuerard, John B. _913234
700			_aZiemba, W. T. _913235
942			_2ddc _cBK
999			_c4544 _d4544