Sökning: "Anastasia Korneva"
Hittade 1 uppsats innehållade orden Anastasia Korneva.
1. Profitability of Momentum Strategies on the Eurozone Market
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates the profitability of the zero-cost strategies (Winner-Loser) on the Eurozone market for the time period 1999-2009. We find that the Winner portfolio outperforms the Loser portfolio by, on average, 0,8% per month when we combine formation and holding periods of 3, 6, 9 and 12 months. LÄS MER
Resultatsidor:
1