Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Simplified momentum strategies for securities portfolio management
Available online: 28 September 2010 Subject Heading: Securities market JEL Classification:
The simplified strategy of portfolio management at which the portfolio is reformed with certain periodicity by formal rules is offered. Strategy of such type are called momentum. Empirical research of similar strategy which has shown their high efficiency at a corresponding choice of parametres is carried out. Keywords: portfolio, securities, momentum strategies, numerical, experiment, efficiency |
ISSN 2311-8768 (Online)
|
|