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Title: Screening for stock-characteristics and continuation of the dual momentum approach
Author: Ekström, Konstantin
Date Created: 2016
Description: The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...

Title: Screening for stock-characteristics and continuation of the dual momentum approach
Author: Ekström, Konstantin
Date Created: 2016
Description: The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...

Title: Screening for stock-characteristics and continuation of the dual momentum approach
Author: Ekström, Konstantin
Date Created: 2016
Subjects--Topical: Finance
Description: The momentum strategy suggests buying stocks that have appreciated the most and selling those that have depreciated the most. The strategy is well documented and has shown persistence over the years. A problem most trading strategies face is that ...