Blar i NHH Brage på forfatter "Nguyen, Huy Quang"
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Industrial time series momentum strategies : performance of industrial time series momentum strategies
Nguyen, Huy Quang (Master thesis, 2019)This thesis documents significant profits for the Industrial Time Series Momentum strategies, using data from 17 industry portfolios in the US stock market, during time period from January 1985 to December 2018. Given 1 ...