Sökning: "Michael Von Trotta-Treyden"

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  1. 1. Momentum & Liquidity : Do Liquidity Strategies Add Return?

    Magister-uppsats, Företagsekonomiska institutionen

    Författare :Michael Von Trotta-Treyden; Rickard Strand; [2005]
    Nyckelord :;

    Sammanfattning : 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