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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