Equally weighted portfolios and “momentum effect”: an interesting combination for unsophisticated investors?

This article proposes investment strategies targeted at unsophisticated investors and structured around persistence in returns, especially in the short and medium term (“momentum effect”). Sixty-four equally weighted portfolios were formed, through the variation of five different parameters: size, r...

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Autores principales: Fabio Civiletti, Carlos Heitor Campani, Raphael Roquete
Formato: article
Lenguaje:EN
PT
Publicado: FUCAPE Business School 2020
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Acceso en línea:https://doaj.org/article/63fc7b7aae164ad6b877bb9abc59056a
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