Handbook of Applied Investment Research (Paperback) (ISBN-13: 9789811225185)

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.

Author: John B. Guerard Jr
ISBN-10: 9811225184
ISBN-13: 9789811225185
Publisher: World Scientific Publishing Company
Language: English
Published: 11/13/2020
Pages: 816
Format: Paperback
Weight: 2.36lbs
Size: 9.00h x 6.00w x 1.62d