Momentum Strategies
Evidence and explanation of the value premium. Combining value and momentum strategies. Value and momentum measures. Value portfolio construction. Combo portfolio construction. Hypotheses and asset pricing models. Dealing with non-normal distributions.
Подобные документы
The approaches to the selection for the commercialization of innovative projects of the generated portfolio by innovation type. The changing factors that generate effects influencing the level of enterprise innovation capacity and business opportunities.
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курсовая работа, добавлен 21.12.2013Clustering financial time series: an application to mutual funds style analysis. Clustering stock market data for portfolio management. Relation between financial market structure and the real economy. Correlation clustering in general weighted graphs.
статья, добавлен 10.05.2018Modeling the indicator of economic efficiency of products produced by car building plants, in conditions of dynamic pricing for various levels of control of the machine-building industry. Dynamics of price changes in the world market in this area.
статья, добавлен 29.10.2016Consideration of additional variables based on investor sentiment that affects market performance on national stock exchanges. General characteristics of statistical evidence of the presence of local football sentiment, familiarity with the features.
курсовая работа, добавлен 07.12.2019Any industry as a system characterized by integrity, from obtaining the needed work resources and tools through to the making of finished products. Energy efficient reconstruction - the important direction relevant for both preserving mono-towns.
статья, добавлен 01.06.2018Analysis for the search and implementation of innovative developments in the field of extraction, processing of fossil fuels, production, transformation, supply and consumption of energy. The need for the formation of a new energy policy of the state.
статья, добавлен 10.05.2023- 58. Economic measures to recover the area of entrepreneurship: a comparative analysis Slovakia – Hungary
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статья, добавлен 03.05.2015Creation of jobs that have a lower cost compared to other sectors of the local economy. Increase in tax revenues to the local budget. The need to encourage investors to invest in the construction of new hotels, restaurants, and entertainment centers.
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