Functional momentum strategies of Russian stock market investing

  • Efim Mihaylovich Bronshteyn Ufa State Aviation Technical University
  • D.T. Yumagulov Ufa State Aviation Technical University
Keywords: securities portfolios

Abstract

The new type of strategies for the securities portfolio management has been proposed - functional momentum strategies. Following these strategies, portfolio reforms by the formal rules at regular time intervals. An empirical research of such strategies has been conducted, which demonstrated their high efficiency for an appropriate choice of parameters.

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Author Biographies

Efim Mihaylovich Bronshteyn, Ufa State Aviation Technical University

Dr. Sci. (Phys. and Math.), Full Prof.

D.T. Yumagulov, Ufa State Aviation Technical University

Postgraduate Student

Published
2013-03-31
How to Cite
Bronshteyn, E. M., & Yumagulov, D. (2013). Functional momentum strategies of Russian stock market investing. Eurasian Journal of Economics and Management, (1), 159-166. Retrieved from https://journals.vsu.ru/econ/article/view/9502
Issue
No 1 (2013): January-June
Section
S