Great Investment Ideas

William T Ziemba
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William T Ziemba: UBC & London School of Economics, UK

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Great Investment Ideas

Keywords: Investment Management; Portfolio Theory and Practice; Great Investors; Stock Market Anomalies; Evaluation Theory; Portfolio Performance; Stock Market Performance (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2016
ISBN: 9789813144361
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https://www.worldscientific.com/worldscibooks/10.1142/10149 (text/html)
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Chapters in this book:

Ch 1 Comment on “Why a Weekend Effect?” , pp 1-14

William T Ziemba

Ch 2 The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice , pp 15-24

Vijay K. Chopra and William T. Ziemba

Ch 3 The Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992 , pp 25-46

Chris R. Hensel, Gordon A. Sick and William T. Ziemba

Ch 4 Stock Ownership Decisions in Defined Contribution Pension Plans , pp 47-63

Julian Douglass, Owen Wu and William Ziemba

Ch 5 The Symmetric Downside-Risk Sharpe Ratio and the Evaluation of Great Investors and Speculators , pp 65-91

William T. Ziemba

Ch 6 The Predictive Ability of the Bond Stock Earnings Yield Differential Model , pp 93-123

Klaus Berge, Giorgio Consigli and William T. Ziemba

Ch 7 Do Seasonal Anomalies Still Work? , pp 125-145

Constantine Dzhabarov and William T. Ziemba

Ch 8 How Does the Fortune's Formula-Kelly Capital Growth Model Perform? , pp 147-173

Leonard C. MacLean, Edward O. Thorp, Yonggan Zhao and William T. Ziemba

Ch 9 Great Investors: Their Methods, Results and Evaluation , pp 175-212

Olivier Gergaud and William T. Ziemba

Ch 10 Is the 60-40 Stock-Bond Pension Fund Rule Wise? , pp 213-229

William T. Ziemba

Ch 11 When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model , pp 231-248

A. N. Shiryaev, M. V. Zhitlukhin and W. T. Ziemba

Ch 12 A Response to Professor Paul A. Samuelson's Objections to Kelly Capital Growth Investing , pp 249-274

W. T. Ziemba

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