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Paperback Momentum Crashes: Structures and characteristics that underline the periods of poor momentum performance Book

ISBN: 3346038319

ISBN13: 9783346038319

Momentum Crashes: Structures and characteristics that underline the periods of poor momentum performance

Bachelor Thesis from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, University of Mannheim, language: English, abstract: This paper focuses on the structures and characteristics that underlie the periods of extremely poor momentum performance and sets a special focus on the latest 2009 momentum crash period. It answers questions regarding the momentum portfolio composition during this...

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