Essays about: "Christian Naber"

Found 1 essay containing the words Christian Naber.

  1. 1. On market efficiencies on the German stock market - Evidence via the implementation of momentum strategies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christian Naber; [2012]
    Keywords : Market efficiency; momentum; winner and loser portfolio; risk-neutral portfolio; industry-neutral portfolio; index-neutral portfolio; Business and Economics;

    Abstract : This paper investigates whether the German Stock is efficient or not, i.e. whether there is a way to systematically beat the market. Within this framework momentum strategies with formation and holding periods over 3- to 12-month horizons are applied on the CDAX. READ MORE