Sven Bouman Founding Partner at Saemor Capital Den Haag en omgeving, Nederland Meer dan 500 connecties Sell in May and go away is an investment strategy for stocks based on a theory (sometimes known as the Halloween indicator) that the period from November to April inclusive has significantly stronger stock market growth on average than the other months. Ben Jacobsen is a Professor of Finance at the TIAS Business School. He teaches Capital Markets Investments in the TIAS Masters program in Utrecht and is the Program Director Finance. He also teaches on international PhD courses. His research focuses on stock market predictability and behavioral finance.
Interview with Sven Bouman, CEO at Saemor Capital October 2015 | Eurekahedge Saemor Capital is a specialist in quantitative investment management, focused on absolute return generation. Sep 09, 2009 · Observed by more than 1.5 billion Muslims, Ramadan is one of the most celebrated religious rituals in the world. We investigate stock returns during Ramadan for 14 predominantly Muslim countries over the years 1989-2007. The results show that stock returns during Ramadan are significantly higher and ...
Saemor is an investment manager and is authorized to manage funds as described in article 2:65 Wft (the Netherlands Financial Supervision Act) and is regulated by the Netherlands Authority for the Financial Markets (AFM) and the Dutch Central Bank (DNB). Based on this authorization Saemor may offer its fund(s) to Dutch private investors. Halloween Indicator: More Treat than Trick ... Halloween Indicator was published in 2002 by Professor Ben Jacobsen of the New Zealand Institute of Advanced Study and Sven Bouman of Aegon Asset ... نبذة عنا. Saemor Capital is an award winning systematic investment manager. Saemor was founded in 2008 with the backing of insurance company AEGON as a cornerstone investor. Bekijk het profiel van Harald Walkate op LinkedIn, de grootste professionele community ter wereld. Harald Walkate heeft 3 functies op zijn of haar profiel. Bekijk het volledige profiel op LinkedIn om de connecties van Harald Walkate en vacatures bij vergelijkbare bedrijven te zien.
Apr 30, 2017 · Researchers, Sven Bouman and Ben Jacobsen did this for 37 country stock markets between 1970 and 1998. The original research was published in the American Economic Review in 2002 and has been updated subsequently. They found that in 36 of the 37 countries (the one exception is New Zealand) markets, on average,... 在华尔街，有句著名的俗语叫“5月清仓离场，9月中旬再来”。(Sell in May and go away; don't come back till St Leger Day。“St. Leger Stakes”是英国著名赛马比赛 ... Oct 14, 2014 · Saemor Capital: one of the largest and most successful European market-neutral hedge funds Oct 14 2014 2 Comments Saemor’s European Alpha Fund is a quantitative equity market neutral hedge fund with a beta of -0.2 to +0.2 and volatility of 8 to 10%. The Saemor Europe Alpha Fund has generated an 11 per cent return with 9 per cent volatility over the past 5 years, and was launched in 2008, when the firm was founded by Sven Bouman (pictured) and Patrick van de Laar with the backing of insurance company AEGON. Join us for our Annual Dinner 2015 to explore how central bank policy can best support sagging economies, with three engaging and knowledgeable speakers: Nout Wellink, Marcel Fratzscher and Michael Metcalfe. For more information visit www.cfanetherlands.nl. Fees include a three course dinner and drinks at KIT in Amsterdam. All are welcome!
Ben Jacobsen is a Professor of Finance at the TIAS Business School. He teaches Capital Markets Investments in the TIAS Masters program in Utrecht and is the Program Director Finance. He also teaches on international PhD courses. His research focuses on stock market predictability and behavioral finance.
Download Citation on ResearchGate | On Jan 1, 2018, Mumba Jacques and others published Public Private Partnership in Waste Management Based on the Theory of Lansink’s Ladder We have heard about “January Effect”. How about “September Effect”? Will we have another one this fall? (source: WSJ) September is fewer than three weeks away.
Mar 28, 2002 · We document the existence of a strong seasonal effect in stock returns based on the popular market saying Sell in May and go away, also known as the Halloween indicator. According to these words of market wisdom, stock market returns should be higher in the November-April period than those in the ... Jun 27, 2013 · The Hague-based Saemor Capital has appointed Mary Kahng to head its IR team, with responsibility for developing the fund’s relationship with ‘institutional investors, including pension funds, funds of funds, insurance companies, not-for-profits, family offices and wealth managers,’ according to a company press release. Sven Bouman. Saemor Capital. There are 2 versions of this paper ... Sven, The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle (July 1, 2001). This paper investigates the relation between lunar phases and stock market returns of 48 countries. The findings indicate that stock returns are lower on the days around a full moon than on the days around a new moon. The magnitude of the return difference is 3% to 5% per annum based on analyses of ...