Momentum Strategies for Swiss Investors

back to overview

Type and Duration

WTT, September 2006 until March 2007 (finished)


Chair in Business Administration, Banking and Financial Management

Main Research

Wealth Management

Field of Research

Banking and Finance


Different momentum strategies for Swiss investors are tested. The aim of the project is to find out if an ordinary momentum strategy for an international diversified stock portfolio can beat the benchmark MSCI.

Principal Investigator