Momentum style investing exploring the indicative effect of skewness - by Mazen Mohamed Stetie

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dc.contributor.authorStetie, Mazen Mohamed
dc.contributor.departmentSuliman S. Olayan School of Business
dc.contributor.facultySuliman S. Olayan School of Business
dc.contributor.institutionAmerican University of Beirut
dc.date2010
dc.date.accessioned2012-06-13T07:35:14Z
dc.date.available2012-06-13T07:35:14Z
dc.date.issued2010
dc.descriptionProject (M.B.A.)--American University of Beirut, Suliman S. Olayan School of Business, 2010.;"First Reader : Dr. Salim Chahine, Associate Professor, Suliman S. Olayan School of Business--Second Reader : Dr. Assem Safieddine, Professor, Suliman S. Olayan S
dc.descriptionBibliography : leaves 36-39.
dc.description.abstractAn ample amount of work has been done on trading strategies that can be traced back more than 100 years. Trading strategies attempt to generate abnormal returns that exceed the tradeoff between risk and return as modeled in classical finance theories. Amo
dc.format.extentx, 39 leaves : ill. 30 cm.
dc.identifier.urihttp://hdl.handle.net/10938/8581
dc.language.isoen
dc.relation.ispartofTheses, Dissertations, and Projects
dc.subject.classificationPj:001594 AUBNO
dc.subject.lcshInvestments
dc.subject.lcshStocks
dc.titleMomentum style investing exploring the indicative effect of skewness - by Mazen Mohamed Stetie
dc.typeProject

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