Downside risk in stock and currency markets
This thesis consists of an introductory chapter, three main chapters, and a concluding chapter. In Chapter 2, which was nominated for an EFMA 2014 Best Paper Award, I provide a novel risk-based explanation for the profitability of global momentum strategies. I show that the performance of past winne...
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London School of Economics and Political Science (University of London)
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.634500 |