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Table of contents

  • Abstract
  • 1. Introduction
  • 2. Materials and Methods
    • 2.1. Hidden Markov Model (HMM)
    • 2.2. Momentum Strategy
    • 2.3. Proposed Models
  • 3. Experimental Results
    • 3.1. Stock Long-Only Momentum Portfolio
    • 3.2. Sector-Stock Long-Only Momentum Portfolio
    • 3.3. HMM Index Long-Only Momentum Portfolio
  • 4. Summary and Conclusions
  1. Home
  2. [CB DRAFT] MBA614: International Finance
  3. Unit 5: Hedge Funds and Private Equity
  4. 5.2: Private Equity
  5. Momentum Investment

Momentum Investment

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Along with strategic investment, investment funds may opt for what is referred to as a momentum investment strategy. Here you will understand the key attributes of momentum investing. Can you name the difference between momentum investment and strategic investment?

  

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