The combination of momentum and value strategies on the Russian stock market

Analysis the profitability of value, momentum strategies and a combination of strategies in Russian stock market. The explanation of the value premium and momentum effect. Momentum, value and combo portfolio construction and regression analysis.

Рубрика Финансы, деньги и налоги
Предмет Finance
Вид дипломная работа
Язык английский
Прислал(а) Терентьев К.С.
Дата добавления 30.07.2016
Размер файла 1,1 M

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