Sökning: "Michael Von Trotta-Treyden"
Hittade 1 uppsats innehållade orden Michael Von Trotta-Treyden.
1. Momentum & Liquidity : Do Liquidity Strategies Add Return?
Magister-uppsats, Företagsekonomiska institutionenSammanfattning : Momentum can be explained as a passive strategy which is rebalanced continually over time. It can be divided into a long position in observed “winners”, and a short position in observed “losers”. This study tries to find out if some kind of liquidity strategy can increase any abnormal return generated by a conventional momentum strategy. LÄS MER
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