Beating the DAX, MDAX, and SDAX : investment strategies in Germany
Year of publication: |
May 2016
|
---|---|
Authors: | Franz, Friedrich-Carl ; Regele, Tobias Ulrich Joachim |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 30.2016, 2, p. 161-204
|
Subject: | Efficient markets | Momentum effect | Value effect | Deutschland | Germany | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Schätzung | Estimation |
-
Mandelbrot market-model and momentum
Berghorn, Wilhelm, (2017)
-
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
-
Testing international momentum strategies between Chinese and Australian financial markets
Abraham, Santosh Mon, (2014)
- More ...
-
Forecasting index changes in the German DAX family
Franz, Friedrich-Carl, (2020)
-
Franz, Friedrich-Carl, (2021)
-
Expected skewness and momentum
Jacobs, Heiko, (2015)
- More ...