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

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorLof, Matthijs
dc.contributor.authorKeskinen, Lauri
dc.contributor.departmentRahoituksen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2017-08-17T08:19:17Z
dc.date.available2017-08-17T08:19:17Z
dc.date.issued2016
dc.format.extent18
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/27658
dc.identifier.urnURN:NBN:fi:aalto-201708176562
dc.language.isoenen
dc.programmeRahoitusfi
dc.subject.keywordmomentumen
dc.subject.keywordrisk managementen
dc.subject.keywordcrash risken
dc.subject.keywordconstant volatilityen
dc.titleThe crash risk of momentum investing: applying a risk management model to global stock marketsen
dc.typeG1 Kandidaatintyöfi
dc.type.ontasotBachelor's thesisen
dc.type.ontasotKandidaatintyöfi

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