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Daniel Alberto Garcia

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Open access 2026

BEARISH SEASONALITY AND STRUCTURAL RESILIENCE: CONSTRUCTING A DEFENSIVE PORTFOLIO FOR THE SEPTEMBER EFFECT IN 2024 AND 2025

This research structures and theoretically validates a defensive investment portfolio designed to counteract the historical "September Effect" observed in U.S. equity markets since 1928. Grounded in the Efficient Market Hypothesis and the Betting Against Beta (BAB) anomaly, the study allocates capital across five low-v...

Xanat Jocelin González, Emmanuel Badillo, Daniel Alberto Garcia et al. · 0 citations

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