Blar i Department of Economics and Finance på forfatter "Samir, Havin"
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Using Primary and Secondary Market Movements to Construct an Optimal Time-Series Momentum Strategy : A Replication Study
Yusuf, Nasir Mohamud; Samir, Havin (Master thesis, 2021)Time series momentum (TSM) strategies is a topic that has been analyzed in numerous academic journals; often the results of the studies imply that TSM outperforms the benchmark (buy-and-hold strategy). ...