Essays about: "michael von trotta-treyden"

Found 1 essay containing the words michael von trotta-treyden.

  1. 1. Momentum & Liquidity : Do Liquidity Strategies Add Return?

    University essay from Företagsekonomiska institutionen

    Author : Michael Von Trotta-Treyden; Rickard Strand; [2005]
    Keywords : ;

    Abstract : Momentum can be explained as a passive strategy which is rebalanced continually over time. It can be divided into a long position in observed “winners”, and a short position in observed “losers”. This study tries to find out if some kind of liquidity strategy can increase any abnormal return generated by a conventional momentum strategy. READ MORE