• RISK-MANAGED INDUSTRY MOMENTUM FOR THE STOXX EUROPE 600 INDEX (SXXP) 

      Raade, Kari (2018)
      Pro gradu - tutkielma 
      Momentum strategies are relative strength strategies, which use past performance to predict future excess returns. Momentum has been found to persist in U.S. markets, but limited results have been found for European markets. ...
      Kokoteksti luettavissa vain Tritonian asiakaskoneilla.