Bibliografia

Zvi Bodie, Alex Kane and Alan J. Marcus (2014), Investments, 10th Edition, McGraw Hill Textos de Apoio teórico/práticos a facultar pelo docente durante o semestre;:

Jegadeesh, Narasimhan and Sheridan Titman (2001), Profitability of Momentum Strategies: An Evaluation of Alternative Explanations, Journal of Finance 56, 699-720. Fama E.F. and French K.R., 1996, Multifactor Explanations of Asset Pricing Anomalies, Journal of Finance, 51(1), 55-84. Lakonishok J., Shleifer A. and Vishny R.W., 1994, Contrarian investment, extrapolation and risk, Journal of Finance, 49(5), 1541-1581. Contemporary Portfolio Theory and Risk Management, Tucker, Becker, Isimbabi and Odgen (1994), West Publishing; Portfolio Construction, Management and Protection, Robert A. Strong (2003), West publishing; Richard C. Grinold and Ronald N. Kahn, Active Portfolio Management (1999), 2th Edition, McGraw Hill;: