959 resultados para City Bank Farmers Trust Company (New York, N.Y.)
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http://www.archive.org/details/memorialofdedica00moraiala
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http://www.archive.org/details/northoregonind00amerrich
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Handwritten 1867 letter from Daniel D. Whedon to his nephew, Daniel A. Whedon, requesting books.
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Paris
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Book review of: Scarlett Thomas, PopCo, London and New York: Fourth Estate, 2004. 1-84115-763-5, £12.99.
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This paper investigates whether the momentum effect exists in the NYSE energy sector. Momentum is defined as the strategy that buys (sells) these stocks that are best (worst) performers, over a pre-specified past period of time (the 'look-back' period), by constructing equally weighted portfolios. Different momentum strategies are obtained by changing the number of stocks included in these portfolios, as well as the look-back period. Next, their performance is compared against two benchmarks: the equally weighted portfolio consisting of most stocks in the NYSE energy index and the market portfolio, and the S&P500 index. The results indicate that the momentum effect is strongly present in the energy sector, and leads to highly profitable portfolios, improving the risk-reward measures and easily outperforming both benchmarks.
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