Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Vincenzo Devito"'
Long-Only Momentum, Currency Hedging and Transaction Costs: Implications for a Swiss Equity Investor
Publikováno v:
SSRN Electronic Journal.
This study investigates the efficiency of European capital markets by examining the profitability of four long-only momentum strategies, after transaction costs of 0.5%, from the perspective of a Swiss equity investor. The investment universe conside
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50229b4eff0857e04882ba088be054c3
https://doi.org/10.2139/ssrn.2338506
https://doi.org/10.2139/ssrn.2338506
