Essays about: "alexander wojt"

Found 1 essay containing the words alexander wojt.

  1. 1. Exploring the Momentum Strategy

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Emil Sandstedt; Alexander Wojt; [2011]
    Keywords : Momentum; Trading Strategy; Contrarian behavior;

    Abstract : During different periods in history, buying past winners and selling past losers have proven a profitable strategy when applied to portfolios consisting of stocks. Naturally, if such an opportunity exists it should after a while disappear as arbitrageurs profit. READ MORE