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 |
Вид | дипломная работа |
Язык | английский |
Дата добавления | 30.07.2016 |
Размер файла | 1,1 M |
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