Equally weighted portfolios and “momentum effect”: an interesting combination for unsophisticated investors?
This article proposes investment strategies targeted at unsophisticated investors and structured around persistence in returns, especially in the short and medium term (“momentum effect”). Sixty-four equally weighted portfolios were formed, through the variation of five different parameters: size, r...
Saved in:
Main Authors: | Fabio Civiletti, Carlos Heitor Campani, Raphael Roquete |
---|---|
Format: | Article |
Language: | English |
Published: |
FUCAPE Business School
2020-01-01
|
Series: | BBR: Brazilian Business Review |
Subjects: | |
Online Access: | http://www.redalyc.org/articulo.oa?id=123064464002 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory
by: vahideh mousavi kakhki, et al.
Published: (2024-03-01) -
THE SELECTION OF SMALL AND MEDIUM CAPITALIZATION ANALYSIS METHODS APPLIED IN INVESTOR PORTFOLIO FORMATION
by: A. Gulyatkin
Published: (2016-10-01) -
MOMENTUM AND CONTRARIAN STRATEGIES EVIDENCE IN VIETNAM STOCK MARKET
by: Nguyễn Thị Phương Thảo, et al.
Published: (2012-11-01) -
TRADING PARTICIPANTS CONCENTRATION ANALYSIS, AS A SELECTION METHOD OF SMALL AND MEDIUM CAPITALIZATION FOR INVESTORS PORTFOLIOS
by: A. Gulyatkin
Published: (2016-12-01) -
Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model
by: Qingyuan Han
Published: (2025-01-01)