Investigate the Performance of Stocks by Market Momentum Indices and Apply them to Portfolio
碩士 === 國立高雄大學 === 統計學研究所 === 106 === This study explores the best asset selection criterion for US stocks by observing market momentum trends and inverse momentum trends. Examine the market as a momentum or inverse momentum trend based on the cumulative rate of return and the Sharpe ratio, and consi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4jemst |