Essays about: "Simon Bergsten"
Found 1 essay containing the words Simon Bergsten.
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1. Momentum strategies on the Swedish market
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : Comparing the performance of a pure momentum strategy with a strategy based on intermediate past returns on OMXS 1999-2018, this study shows that a pure momentum strategy significantly outperforms a strategy based on intermediate past returns. The pure momentum strategy delivers significant returns, primarily for portfolios based on shorter formation and holding periods. READ MORE
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