瑞信 全球股票策略:动量反转(reversal in momentum)预示着什么? 2014.4 2 个回复 - 4247 次查看
从今年3月开始,动量策略开始获利回吐(如图),这说明什么呢?瑞信试图回答以下这些问题(报告共42页):
[*]What is the driver underlying this reversal?
[*]Which market trends have not reversed?
[*] ...2014-4-26 20:16 - Dasia - 金融学(理论版)
An Institutional Theory of Momentum and Reversal 1 个回复 - 964 次查看
【作者(必填)】Dimitri Vayanos
【文题(必填)】An Institutional Theory of Momentum and Reversal
【年份(必填)】2013
【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/26/5/1087.s ...2013-9-2 20:34 - 不再后悔 - 求助成功区