On the profitability of momentum strategies and optimal leverage rules
Christian Lundström
| Year of publication: |
2020
|
|---|---|
| Authors: | Lundström, Christian |
| Publisher: |
Umeå, Sweden : Department of Economics, Umeå University |
| Subject: | Bootstrap | Exchange Traded Products | Kelly criterion | Money management | Opening Range Breakout strategies | Optimal fraction criterion | Time series momentum | Theorie | Theory | Anlageverhalten | Behavioural finance | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Rentabilität | Profitability | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzanalyse | Financial analysis |
| Extent: | 1 Online-Ressource (circa 45 Seiten) |
|---|---|
| Series: | Umeå economic studies. - Ume°ea : [Verlag nicht ermittelbar], ZDB-ID 2101119-9. - Vol. no. 974 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Thesis: | Dissertation, Umeå University, 2020 |
| ISBN: | 978-91-7855-301-3 ; 978-91-7855-300-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012498357