Buying Winners and Selling Losers:Under Framework of Stochastic Dominance
碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === In the field of stock investment, momentum strategy is an important approach which belongs to a part of technical analysis. The advantage of momentum strategy lies in its simplicity of computation. What this method needs is only to sort asset return in portfoli...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8jau9q |