An analysis of momentum and contrarian strategies using an optimal orthogonal portfolio approach

Research output: Contribution to conferencePaper, not in proceeding

Details

Authors
  • Björn Hansson
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics
Original languageEnglish
Publication statusSubmitted - 2008
Publication categoryResearch
Peer-reviewedNo
EventFinancial Management Association's Annual Conference , 2008: SNEE 9th Annual Conference - Dallas, Prague, Czech Republic
Duration: 2008 Jun 42008 Jun 6

Conference

ConferenceFinancial Management Association's Annual Conference , 2008
CountryCzech Republic
CityPrague
Period2008/06/042008/06/06