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triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock … can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new …
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Überrenditen am internationalen Aktienmarkt. Marktanomalien, die nicht im Einklang mit der neoklassischen Kapitalmarkttheorie … Momentum- und Trendfolgestrategien am internationalen Aktienmarkt anhand ausgewählter Länderindizes Überrenditen im Vergleich …
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Across numerous asset classes, momentum strategies have historically generated high Sharpe ratios and strong positive alphas relative to standard asset pricing models. However, the returns to momentum strategies are negatively skewed: they experience infrequent but strong and persistent strings...
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