Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises
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DOI: 10.1016/j.frl.2017.05.013
Abstract: We investigate the profitability and return patterns of momentum strategies in 10 European countries. Using data from December 2003 to December 2015, we find momentum returns to be lower than to those reported in previous… read more here.
Keywords: momentum returns; european equity; strategies european; momentum strategies ... See more keywords
Portfolio Diversification in the South-East European Equity Markets
Sign Up to like & getrecommendations! Published in 2017 at "South East European Journal of Economics and Business"
DOI: 10.1515/jeb-2017-0010
Abstract: Diversification potential enables investors to manage their risk and decrease risk exposure. Good diversification policy is a safety net that prevents a portfolio from losing its value. A well-diversified portfolio consists of different categories of… read more here.
Keywords: south east; east european; portfolio; diversification ... See more keywords