Momentum anomaly and portfolio strategies : case study for India /

Piyush, a fund manager at Gravity Ventures, a Hong Kong-based asset management company, is exploring opportunities to invest funds in emerging markets. Due to available opportunities, Piyush decides to evaluate India as an investment destination. He examines momentum anomaly, one of the prominent as...

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Bibliographic Details
Main Author:	Pandey, Asheesh (Author)
Format:	eBook
Language:	English
Published:	London : SAGE Publications: SAGE Business Cases Originals, 2022.
Series:	SAGE Business cases.
Subjects:	Investments, Chinese > India > Case studies. Portfolio management > India > Case studies. Investissements chinois > Inde > Études de cas. Gestion de portefeuille > Inde > Études de cas. Investments, Chinese. Portfolio management. India. Electronic books. Case studies.
Online Access:	Connect to the full text of this electronic book

Description
Summary:	Piyush, a fund manager at Gravity Ventures, a Hong Kong-based asset management company, is exploring opportunities to invest funds in emerging markets. Due to available opportunities, Piyush decides to evaluate India as an investment destination. He examines momentum anomaly, one of the prominent asset pricing anomalies, as a portfolio trading strategy to decide whether investing a part of his investment funds in India would generate positive returns for his fund. The case provides a learning opportunity for students to understand asset pricing theory and apply various asset pricing tests to examine if momentum anomaly provides a profitable trading strategy in India.
Physical Description:	1 online resource.
Bibliography:	Includes bibliographical references and index.
ISBN:	9781529794113 1529794110