Momentum Strategies for Swiss Investors

September 2006 until March 2007 (completed) KTT

Project Description

Different momentum strategies for Swiss investors are tested. The aim of the project is to find out if an ordinary momentum strategy for an international diversified stock portfolio can beat the benchmark MSCI.

Participating Institutions

Chair in Business Administration, Banking and Financial Management / Project Lead

Project Participants

Prof. em. Dr. Marco J. Menichetti

- Principal Investigator

Professor Emeritus - Liechtenstein Business School

Principal Investigator