The crash risk of momentum investing: applying a risk management model to global stock markets

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dc.contributor Aalto University en
dc.contributor Aalto-yliopisto fi
dc.contributor.advisor Lof, Matthijs
dc.contributor.author Keskinen, Lauri
dc.date.accessioned 2017-08-17T08:19:17Z
dc.date.available 2017-08-17T08:19:17Z
dc.date.issued 2016
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/27658
dc.format.extent 18
dc.format.mimetype application/pdf en
dc.language.iso en en
dc.title The crash risk of momentum investing: applying a risk management model to global stock markets en
dc.type G1 Kandidaatintyö fi
dc.contributor.school Kauppakorkeakoulu fi
dc.contributor.school School of Business en
dc.contributor.department Rahoituksen laitos fi
dc.subject.keyword momentum en
dc.subject.keyword risk management en
dc.subject.keyword crash risk en
dc.subject.keyword constant volatility en
dc.identifier.urn URN:NBN:fi:aalto-201708176562
dc.type.ontasot Bachelor's thesis en
dc.type.ontasot Kandidaatintyö fi
dc.programme Rahoitus fi


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