The Performance of Momentum Strategies For Offshore Funds
碩士 === 國立高雄第一科技大學 === 財務管理所 === 94 === ABSTRACT This study examines the performance of momentum, size strategies and momentum life cycle for offshore funds in short, intermediate, and long horizons. The monthly data over the sample period from 2001:1 to 2006:1 are employed. When offshore funds are s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83930384863264808676 |