Search results
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Title
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Introducing Non-Linearities and Interaction Terms in a Conditional Asset Pricing Model
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Author
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Rask, Kristoffer
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Date Created
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2016
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Subjects--Topical
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Finance, Economics
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Description
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Throughout history of the conditional asset pricing literature the goal has been to find the best possible model to explain what determines a firm’s expected stock return. In Dickson (2015) the variables that prove to be best at explaining a firm’...
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Title
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Screening for stock-characteristics and continuation of the dual momentum approach
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Author
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Ekström, Konstantin
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Date Created
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2016
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Subjects--Topical
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Finance
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Description
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The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...
