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- Title
Price and Momentum as Robust Tactical Approaches to Global Equity Investing.
- Authors
Gwilym, Owain Ap; Clare, Andrew; Seaton, James; Thomas, Stephen
- Abstract
The article investigates the performance of momentum and timing approaches for investing 32 international equity markets in the U.S. It states that momentum strategies is profitable using a global portfolio, despite its diminishing outerperformance. It suggests that the method reduces the volatility of international equities and provides superior risk-adjusted returns compared to conventional buy-and-hold method.
- Subjects
UNITED States; INVESTMENTS; STOCKS (Finance); MARKET volatility; FINANCIAL markets; FINANCIAL management
- Publication
Journal of Investing, 2010, Vol 19, Issue 3, p80
- ISSN
1068-0896
- Publication type
Article
- DOI
10.3905/joi.2010.19.3.080