The case study of the global hedge fund momentum strategies
碩士 === 國立臺灣科技大學 === 管理學院MBA === 99 === This purpose of this study was aimed at the stock picking strategy of hedge fund and finds the best investment portfolio under the momentum strategy. In this study, it is used the data of Dow Jones Credit Suisse Hedge Fund Index from 1993/12/31to 2010/12/31 as...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z3c6v3 |