The Asymmetric Effect of Comovement in Style Investing on Momentum Strategy
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === To allocate assets more efficiently, many investors will choose style investing as their investment strategy. Wahal and Yavuz (2013) indicate that style investing can increase comovement between stocks, and evidence that there is return predictability of comov...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/g4bm23 |