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 |
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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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