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| Tekijä: | Bird, R. Whitaker, J. |
| Otsikko: | The performance of value and momentum investment portfolios: recent experience in the major European markets |
| Lehti: | Journal of asset management
2003 : DEC, VOL. 4:4, p. 221-246 |
| Asiasana: | Economic performance Europe |
| Vapaa asiasana: | Momentum investment Value investing |
| Kieli: | eng |
| Tiivistelmä: | Value and momentum investing are two approaches to investing which have been increasingly utilised either covertly or by fund managers. Such strategies have been found capable of outperforming traditional benchmarks in many academic studies. In this paper the authors examine a wide selection of value and momentum strategies applied to the major European markets over the period from 1990 to 2002. A large upward movement followed by a significant correction is captured in this period. |
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