Momentum Strategies

By Daniel Rotzer

This thesis investigates price momentum of sector and region indices on the MSCI basis from January 1985 for sectors and January 1970 for re-gions to January 2008 relative to the MSCI World benchmark.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639204913
• ISBN13: 9783639204919
• Release Date: October 2009
• Publisher: VDM Verlag
• Length: 96 Pages
• Weight: 0.33 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"