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

Keskinen, Lauri

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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