Sources of Momentum Profitability in Portfolio Returns
碩士 === 國立交通大學 === 管理科學系 === 91 === The performance of portfolio-based momentum strategies on the U.S. market is investigated in this paper. Three main conclusive remarks are drawn. Firstly, contrary to the finding of individual stock-based trading strategies, most portfolio-based momentum...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50657836062801163231 |