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: | , , |
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| Formato: | article |
| Lenguaje: | EN PT |
| Publicado: |
FUCAPE Business School
2020
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/63fc7b7aae164ad6b877bb9abc59056a |
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