Home  Journals  Financial Analytics: Science and Experience  12(36) - 2010 September

Simplified momentum strategies for securities portfolio management

Available online: 28 September 2010

Subject Heading: Securities market

JEL Classification: 

The simplified strategy of portfolio management at which the portfolio is reformed with certain periodicity by formal rules is offered. Strategy of such type are called momentum. Empirical research of similar strategy which has shown their high efficiency at a corresponding choice of parametres is carried out.

Keywords: portfolio, securities, momentum strategies, numerical, experiment, efficiency

View all articles of issue

ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

Journal current issue

Vol. 17, Iss. 1 March 2024

Archive