Momentum in the futures markets
The purpose of the master’s thesis is to compare and analyze momentum strategies using a broad selection of futures contracts from equity, bond and commodity asset classes. Momentum can be seen as a pervasive asset pricing anomaly and it is found in academic studies to exist in practically all major...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2016
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201611102990 http://nbn-resolving.de/urn:nbn:fi:oulu-201611102990 |