Συλλογές
Τίτλος Investment strategies on French’s 49 industry portfolios
Δημιουργός Nakas, Efthymios
Συντελεστής Athens University of Economics and Business, Department of International European Economic Studies
Skouras, Spyros
Τύπος Text
Φυσική περιγραφή 34p.
Γλώσσα en
Περίληψη The writing of the present thesis was conducted as part of completion of the graduate program “International Economics and Finance” at Athens University of Economics and Business. The objective of the thesis is to examine the effectiveness of certain investment strategies on past stock returns categorized in 49 industries obtained from Kenneth R. French’s data library. The strategies are based on effects and factors observed in various asset markets. Specifically the strategies are: Momentum, Time-Series Momentum, Size, Book-to-Market and Industry Concentration. The rest of this thesis is organized as follows: Introduction: A brief petition on the main subject, Chapter 1: Detailed presentation of theory elements, Chapter 2: Presentation of the empirical analysis, Chapter 3: Conclusions
Λέξη κλειδί French industry
Investment strategies
Effectiveness
Industry concentration
Book-to-Market
Momentum
Time-Series Momentum
Size
Ημερομηνία 31-01-2017
Άδεια χρήσης https://creativecommons.org/licenses/by/4.0/