Enhancing a value portfolio with price acceleration momentum
Value shares are notorious for remaining stagnant for extended periods of time, forcing value investors to remain locked in their investments often for excessive periods. This research study applied the price acceleration momentum indicator of Bird and Casavecchia (2007) on a value portfolio with th...
Main Author: | Schoeman, Cornelius Etienne |
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Other Authors: | Halfer, Dieter |
Published: |
University of Pretoria
2013
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Subjects: | |
Online Access: | http://hdl.handle.net/2263/22827 Schoeman, CE 2012, Enhancing a value portfolio with price acceleration momentum, MBA dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/22827 > http://upetd.up.ac.za/thesis/available/etd-02242013-124453/ |
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