A Study on the Persistence and Momentum Effect on Mutual Fund Performance within Industry Sector Holding Proportion
碩士 === 國立高雄第一科技大學 === 金融營運所 === 92 === This paper is to examine the momentum effect and the winner-loser holding porprotion effect for open-end stock mutual fund and industry sector portfolio in Taiwan. Base on the industry momentum strategy of Moskowitz and Grinblatt (1999) and the macroeconomic mo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20485905253899413906 |