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Handbook of Applied Investment Research

Editor

Listed:
  • John B Guerard
    (McKinley Capital Management, USA)

  • William T Ziemba
    (University of British Columbia, Canada & London School of Economics, United Kingdom)

Abstract
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.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • John B Guerard & William T Ziemba (ed.), 2020. "Handbook of Applied Investment Research," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11727, December.
    • Handle: RePEc:wsi:wsbook:11727
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/11727
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    Book Chapters

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    More about this item

    Keywords

    Applied Investments; Financial Forecasting; Portfolio Theory; Investment Strategies; Fundamental and Economic Anomalies; Behaviour of Investors;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • G1 - Financial Economics - - General Financial Markets

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