Essays about: "Simon Bergsten"

Found 1 essay containing the words Simon Bergsten.

  1. 1. Momentum strategies on the Swedish market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Simon Bergsten; [2019]
    Keywords : Financial markets; Sweden; Investment decisions; Momentum Strategy; Intermediate Past Returns; Risk; Volatility;

    Abstract : 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