Essays about: "Nguyen Cao"

Found 2 essays containing the words Nguyen Cao.

1. 1. ENHANCING MOMENTUM PROFITS THROUGH VOLATILITY TIMING AND COST MITIGATION TECHNIQUES

   University essay from Göteborgs universitet/Graduate School

   Author : Nguyen Cao; Natalia Vdovina; [2019-07-02]
   Keywords : momentum; momentum strategy; momentum crash; volatility; transaction costs; turnover; return; volatility adjusted momentum; volatility timing;

   Abstract : Despite the high expected returns of the momentum strategy, there are two main problems associated with it: (i) infrequent but severe losses known as momentum crashes, and (ii) high transaction costs. In this paper, we address the first problem with volatility timing strategies developed by Daniel and Moskowitz (2016) and Moreira and Muir (2017). READ MORE

3. 2. Strategy for Project Portfolio Selection in Private Corporations in Vietnam

   University essay from Handelshögskolan vid Umeå universitet

   Author : Cao Minh Le; Van Tau Nguyen; [2008]
   Keywords : Project Selection; Project Portfolio Selection; Private Corporations; Vietnam;

   Abstract : Selection of right sets of projects is considerably critical for organizations to successfully achieve their competitive advantages and corporate strategies. Due to limited resources and dynamic changes in business environment, this kind of selection is quite challenging for organizations. READ MORE