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...

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Bibliographic Details
Main Author: Schoeman, Cornelius Etienne
Other Authors: Halfer, Dieter
Published: University of Pretoria 2013
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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