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~person:"Dzhabarov, Constantine"
~person:"Ziemba, Rachel E. S."
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Dzhabarov, Constantine
Ziemba, Rachel E. S.
Ziemba, William T.
288
Zhao, Yonggan
33
MacLean, Leonard C.
26
Ziemba, William T
15
Lleo, Sebastien
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Ziemba, William
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Investing in the Modern Age
39
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RePEc
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ECONIS (ZBW)
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Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019
Dzhabarov, Constantine
;
Ziemba, William T.
-
2020
Persistent link: https://www.econbiz.de/10012213450
Saved in:
2
Sell in May and go away in the equity index futures markets, 1993-2019
Dzhabarov, Constantine
;
Ziemba, William T.
-
2020
Persistent link: https://www.econbiz.de/10012795996
Saved in:
3
Holiday effects in the US equity futures markets
Ziemba, William T.
;
Dzhabarov, Constantine
- In:
The journal of prediction markets
15
(
2021
)
3
,
pp. 105-112
Persistent link: https://www.econbiz.de/10013162265
Saved in:
4
Sell in May and go away : the evidence in the international equity index futures markets
Dzhabarov, Constantine
;
Ziegler, Alexandre
;
Ziemba, …
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10011905853
Saved in:
5
Investing in the modern age
Ziemba, Rachel E. S.
;
Ziemba, William T.
-
2013
Persistent link: https://www.econbiz.de/10009784978
Saved in:
6
Do seasonal anomalies still work?
Dzhabarov, Constantine
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 93-104
Persistent link: https://www.econbiz.de/10003980048
Saved in:
7
Scenarios for risk management and global investment strategies
Ziemba, Rachel E. S.
;
Ziemba, William T.
-
2007
Persistent link: https://www.econbiz.de/10003489536
Saved in:
8
DO SEASONAL ANOMALIES STILL WORK?
Dzhabarov, Constantine
;
Ziemba, William T
- In:
The journal of portfolio management : a publication of …
36
(
2010
)
3
,
pp. 93-105
Persistent link: https://www.econbiz.de/10008413209
Saved in:
9
Scenarios for risk management and global investment strategies
Ziemba, Rachel E. S.
;
Ziemba, William T.
-
2007
Persistent link: https://www.econbiz.de/10004889422
Saved in:
10
Investing in the January Turn-of-the-Year Effect with Index Futures
Ziemba, Rachel E. S.
;
Ziemba, William T.
- In:
Investing in the Modern Age
AbstractThe following sections are included:The January effectCommodity trading: investing in the January small cap effect in the index futures marketsConclusion
Persistent link: https://www.econbiz.de/10011206334
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