Browsing Studentoppgaver (Business) by Subject "price momentum"
Now showing items 1-1 of 1
-
Time-series and cross-sectional price momentum: Applying the Dual Momentum strategy from a Norwegian perspective
(Masteroppgave/UIS-HH/2018;, Master thesis, 2018-05)Time-series and cross-sectional price momentum have been observed in the majority of asset classes around the globe. This thesis investigates and replicates the Dual Momentum strategy created by Antonacci (2014) from a ...