• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Moment Investment Strategies on the Stock Markets

Student: Viacheslav Kvasov

Supervisor: Alexander Osharin

Faculty: Faculty of Economics

Educational Programme: Economics (Bachelor)

Year of Graduation: 2017

Managing a portfolio of securities is an important element in increasing the effectiveness of investing funds by investors and thus it affects the state of the economy. The aim of the study is to analyze the portfolio investment strategies of securities, in which portfolios are re-formed at certain intervals, such as moment strategies. To achieve this goal, the following tasks were: • To develop a strategy for managing a portfolio of securities • To develop methods for selecting securities • To choose the best parameters for managing a portfolio of securities through moment strategies. An empirical research of such strategies has been conducted, which demonstrated their high efficiency for an appropriate choice of parameters. Key words: momentum strategies, securities portfolios.

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses