A study on the performance of momentum investment strategy under different market conditions.
碩士 === 輔仁大學 === 管理學研究所 === 95 === The purpose of this study is to investigate the performance of momentum investment strategy under different market conditions by various measures of returns. At first, we apply different kinds of forming period and holding period to investigate how momentum strategy...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84561283646405010093 |