New Issues in Financial and Credit Markets presents a contemporary insight into key trends impacting on the financial sector post crisis and highlights areas of major policy and academic interest. Global banks and other financial institutions have experienced significant revisions to their strategies, performance, risk management and measurement since the height of the crisis in September 2008. ASSET MANAGEMENT AND INDUSTRY PORTFOLIO INDECES: MOMENTUM AND REVERSAL RETURNS is a specific contribution in this financial framework. Identifying a robust methodology that enables a periodical screening of the financial market is of one of the most covered areas of research in recent decades. Since the earliest works that defined financial markets as efficient markets (efficient market hypothesis, EMH), efforts have been made to prove that such rules are merely utopian. Specifically, rather than destroying the EMH foundations, the numerous researches attempt to capture and anticipate future fluctuations of stock prices to model a portfolio that would allow investors to gain extra-profits and returns.
G.Torluccio, M. Toscano (2010). ASSET MANAGEMENT AND INDUSTRY PORTFOLIO INDECES: MOMENTUM AND REVERSAL RETURNS. LONDON : Palgrave Macmillan.
ASSET MANAGEMENT AND INDUSTRY PORTFOLIO INDECES: MOMENTUM AND REVERSAL RETURNS
TORLUCCIO, GIUSEPPE;TOSCANO, MARIO
2010
Abstract
New Issues in Financial and Credit Markets presents a contemporary insight into key trends impacting on the financial sector post crisis and highlights areas of major policy and academic interest. Global banks and other financial institutions have experienced significant revisions to their strategies, performance, risk management and measurement since the height of the crisis in September 2008. ASSET MANAGEMENT AND INDUSTRY PORTFOLIO INDECES: MOMENTUM AND REVERSAL RETURNS is a specific contribution in this financial framework. Identifying a robust methodology that enables a periodical screening of the financial market is of one of the most covered areas of research in recent decades. Since the earliest works that defined financial markets as efficient markets (efficient market hypothesis, EMH), efforts have been made to prove that such rules are merely utopian. Specifically, rather than destroying the EMH foundations, the numerous researches attempt to capture and anticipate future fluctuations of stock prices to model a portfolio that would allow investors to gain extra-profits and returns.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
