Blar i AURA på forfatter "Modell, Håvard Løseth"
-
Timing the US Stock Market Using Moving Averages and Momentum Rules: An Extensive Study
Modell, Håvard Løseth; Lynngård, Lars Magnus (Master thesis, 2017)In this thesis we investigate the performance of moving average and momentum strategies by simulating returns, both in-sample and out-of-sample, while simultaneously taking into account important market frictions. We do ...