Essays about: "index-neutral portfolio"
Found 1 essay containing the words index-neutral portfolio.
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1. On market efficiencies on the German stock market - Evidence via the implementation of momentum strategies
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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