Estrategias contrarian y momentum: evidencia en Chile
This study analyses the possibility of getting economical gains (riska djusted) through two strategies, based only, in the historical trend of the prices. The Contrarian strategy, De Bondt y Thaler (1985), is based in the reversion of the trend of the prices, and the Momentum strategy, Jegadeesh y T...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universidad de Chile
2006-02-01
|
| Series: | Estudios de Administración |
| Online Access: | https://estudiosdeadministracion.uchile.cl/index.php/EDA/article/view/56450 |