The effect of contrarian and momentum strategies with a hedging portfolio
碩士 === 逢甲大學 === 統計與精算所 === 99 === This research constructs a hedge portfolio using stock daily data of TWN50 and the futures of ZMTXA and detect whether momentum effect or over reaction exist in Taiwan by applying momentum strategies and contrarian strategies, verifying whether the hedge portfolio c...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/94767509236231877609 |