Sökning: "Christian Naber"

Hittade 1 uppsats innehållade orden Christian Naber.

  1. 1. On market efficiencies on the German stock market - Evidence via the implementation of momentum strategies

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Christian Naber; [2012]
    Nyckelord :Market efficiency; momentum; winner and loser portfolio; risk-neutral portfolio; industry-neutral portfolio; index-neutral portfolio; Business and Economics;

    Sammanfattning : This paper investigates whether the German Stock is efficient or not, i.e. whether there is a way to systematically beat the market. Within this framework momentum strategies with formation and holding periods over 3- to 12-month horizons are applied on the CDAX. LÄS MER