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Momentum Strategies for Swiss Investors

Type and Duration

WTT, September 2006 until March 2007 (finished)

Coordinator

Chair in Business Administration, Banking and Financial Management

Main Research

Wealth Management

Field of Research

Banking and Finance

Description

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