Gabriele, Maria Chiara (A.A. 2023/2024) Momentum vs. Contrarian strategies: performance in the age of technological change. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 117. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

The momentum strategy. Theory and principles of momentum investing. Historical research and empirical findings of momentum investing. How momentum challenges the efficient market hypothesis. The contrarian strategy. Theory and principles of contrarian investing. Historical research and empirical findings. How contrarian exploit market inefficiencies. Information dissemination in financial markets and market inefficiencies. The evolution of financial markets and the role of information (1980-2000). The technological revolution and information speed in modern markets. Evolution of momentum and contrarian strategies in modern markets. Stock selection and methodologies used in momentum and contrarian strategies. Stock selection criteria and sectoral and temporal analysis. Portfolio construction and strategy implementation. Quantitative measures for strategy evaluation. Performance of momentum and contrarian strategies in financial and technology sectors. The momentum dynamic: performance across sectors and time. The contrarian dynamic: performance across sectors and time financial sector. Quantitative measures for strategy evaluation.

References

Bibliografia: pp. 115-116.

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:	Asset pricing
Thesis Supervisor:	Morelli, Giacomo
Thesis Co-Supervisor:	Borri, Nicola
Academic Year:	2023/2024
Session:	Extraordinary
Deposited by:	Alessandro Perfetti
Date Deposited:	14 Jul 2025 12:54
Last Modified:	14 Jul 2025 12:54
URI:	https://tesi.luiss.it/id/eprint/42909

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