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DC Field | Value | Language |
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dc.contributor.author | Macijauskas, Lukas | - |
dc.contributor.author | Maditinos, Dimitrios | - |
dc.date.accessioned | 2018-06-01T15:03:11Z | - |
dc.date.available | 2018-06-01T15:03:11Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | Macijauskas, L., & Maditinos, D. I. (2014). Looking for synergy with momentum in main asset classes. European Research Studies Journal, 17(3), 3-16. | en_GB |
dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/30703 | - |
dc.description.abstract | As during turbulent market conditions correlations between main asset-classes falter, classical asset management concepts seem unreliable. This problem stimulates search for non-discretionary asset allocation methods. The aim of the paper is to test weather the concept of Momentum phenomena could be used as a stand alone investment strategy using all main asset classes. The study is based on exploring historical prices of various asset classes; statistical data analysis method is used. Results of the current study reveal that, in comparison to passive portfolio, Momentum method can significantly increase compounded annual growth rates and, in most cases, to achieve this result with better risk/return ratios. | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | University of Piraeus. International Strategic Management Association | en_GB |
dc.rights | info:eu-repo/semantics/openAccess | en_GB |
dc.subject | Asset allocation | en_GB |
dc.subject | Assets (Accounting) | en_GB |
dc.subject | Investments -- Accounting | en_GB |
dc.subject | Risk-return relationships | en_GB |
dc.title | Looking for synergy with momentum in main asset classes | en_GB |
dc.type | article | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
dc.description.reviewed | peer-reviewed | en_GB |
dc.publication.title | European Research Studies Journal | en_GB |
Appears in Collections: | European Research Studies Journal, Volume 17, Issue 3 |
Files in This Item:
File | Description | Size | Format | |
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ERSJ,_17(3)_-_A1.pdf | 315.69 kB | Adobe PDF | View/Open |
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