Momentum strategies for asset classes
Scholten, Stan Thomas (A.A. 2021/2022) Momentum strategies for asset classes. Tesi di Laurea in Quantitative methods for finance, Luiss Guido Carli, relatore Alessandro Ramponi, pp. 51. [Master's Degree Thesis]
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Abstract/Index
Literature review. Momentum in equity markets. Momentum in bonds markets. Momentum in commodities. Momentum in currency markets. Momentum among different asset classes. Data description. Time-series momentum strategies–methodology. Time-eeries momentum strategies–results.
References
Bibliografia: p. 28.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Quantitative methods for finance |
| Thesis Supervisor: | Ramponi, Alessandro |
| Thesis Co-Supervisor: | Nicolosi, Marco |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Nov 2022 13:26 |
| Last Modified: | 24 Nov 2022 13:26 |
| URI: | https://tesi.luiss.it/id/eprint/34075 |
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