Constantine S. Dzhabarov

Alpha Lake Financial Analytics Corp

Vancouver, British Columbia

Canada

SCHOLARLY PAPERS

2

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SSRN CITATIONS

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Scholarly Papers (2)

1.

Seasonal Anomalies

Number of pages: 71 Posted: 13 Feb 2011
William T. Ziemba and Constantine S. Dzhabarov
University of British Columbia (UBC) - Sauder School of Business and Alpha Lake Financial Analytics Corp
Downloads 1,621 (12,435)
Citation 1

Abstract:

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Seasonal Anomalies, January Effect, January Barometer, President And Election Effects

2.

Sell in May and Go Away in the Equity Index Futures Markets

Number of pages: 8 Posted: 24 Jan 2016
Constantine S. Dzhabarov and William T. Ziemba
Alpha Lake Financial Analytics Corp and University of British Columbia (UBC) - Sauder School of Business
Downloads 849 (32,714)
Citation 3

Abstract:

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Halloween indicator, small and large cap returns, portfolio management