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
Discussion of the ideas of chaos theory, determination of the importance of nonlinearities in mathematical models. Chaos and order as two opposite terms. Models with chaotic characteristics. The application of the theory of chaos in the capital markets.
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