结果：找到“Momentum Strategies”相关内容23个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Enhanced momentum strategies
3 个回复 - 315 次查看 【作者(必填)】Matthias X. Hanauer, Steffen Windmüller 【文题(必填)】Enhanced momentum strategies 【年份(必填)】Journal of Banking & Finance, Volume 148, March 2023 【全文链接或数据库名称(选填 ...2023-10-19 22:00 - rayzhangfy - 求助成功区
3 个回复 - 315 次查看 【作者(必填)】Matthias X. Hanauer, Steffen Windmüller 【文题(必填)】Enhanced momentum strategies 【年份(必填)】Journal of Banking & Finance, Volume 148, March 2023 【全文链接或数据库名称(选填 ...2023-10-19 22:00 - rayzhangfy - 求助成功区
JPM: Momentum Strategies Across Asset Classes
8 个回复 - 3615 次查看 ContentsIntroduction to Momentum Investing ................................... 7Overview of Trend-Following Strategies .................................................................. 9Risks of Mome ...2017-4-20 21:21 - ytw1018 - 量化投资
8 个回复 - 3615 次查看 ContentsIntroduction to Momentum Investing ................................... 7Overview of Trend-Following Strategies .................................................................. 9Risks of Mome ...2017-4-20 21:21 - ytw1018 - 量化投资
Do Momentum Strategies Work
1 个回复 - 333 次查看 【作者(必填)】Stanley G. Eakins and Stanley R. Stansell 【文题(必填)】Do Momentum Strategies Work? 【年份(必填)】The Journal of Investing Fall 2004, 13 (3) 65-71 【全文链接或数据库名称(选填)】h ...2019-7-30 15:50 - czl - 求助成功区
1 个回复 - 333 次查看 【作者(必填)】Stanley G. Eakins and Stanley R. Stansell 【文题(必填)】Do Momentum Strategies Work? 【年份(必填)】The Journal of Investing Fall 2004, 13 (3) 65-71 【全文链接或数据库名称(选填)】h ...2019-7-30 15:50 - czl - 求助成功区
Profitability of Price Momentum Strategies
1 个回复 - 781 次查看 【作者(必填)】Paul Ryan and Rowan Curtin 【文题(必填)】Profitability of Price Momentum Strategies 【年份(必填)】The Journal of Investing Winter 2006, 15 (4) 38-45 【全文链接或数据库名称(选填)】 ...2019-7-30 02:12 - wangzt - 求助成功区
1 个回复 - 781 次查看 【作者(必填)】Paul Ryan and Rowan Curtin 【文题(必填)】Profitability of Price Momentum Strategies 【年份(必填)】The Journal of Investing Winter 2006, 15 (4) 38-45 【全文链接或数据库名称(选填)】 ...2019-7-30 02:12 - wangzt - 求助成功区
求助Elsevier文献：Risk adjusted momentum strategies
1 个回复 - 458 次查看 【作者(必填)】Minyou Fan[/backcolor] Y[/backcolor]ouweiLi[/backcolor] [/backcolor]JiadongLiu[/backcolor] 【文题(必填)】Risk adjusted momentum strategies: A comparison between constant and dynamic ...2019-5-12 10:13 - cooper56 - 文献求助专区
1 个回复 - 458 次查看 【作者(必填)】Minyou Fan[/backcolor] Y[/backcolor]ouweiLi[/backcolor] [/backcolor]JiadongLiu[/backcolor] 【文题(必填)】Risk adjusted momentum strategies: A comparison between constant and dynamic ...2019-5-12 10:13 - cooper56 - 文献求助专区
Time-Series Momentum Trading Strategies in the Global Stock Market
1 个回复 - 684 次查看 【作者(必填)】 [*]Gagari Chakrabarti 【文题(必填)】 Time-Series Momentum Trading Strategies in the Global Stock Market 【年份(必填)】 2015 【全文链接或数据库名称(选填)】https://link.springer.c ...2018-8-8 20:28 - waterup - 求助成功区
1 个回复 - 684 次查看 【作者(必填)】 [*]Gagari Chakrabarti 【文题(必填)】 Time-Series Momentum Trading Strategies in the Global Stock Market 【年份(必填)】 2015 【全文链接或数据库名称(选填)】https://link.springer.c ...2018-8-8 20:28 - waterup - 求助成功区
Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
21 个回复 - 7091 次查看 Beating the stock market isn’t very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes to show you why this is the case and how ...2015-8-7 09:41 - nelsoncwlee - 投资人（实务版）
21 个回复 - 7091 次查看 Beating the stock market isn’t very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes to show you why this is the case and how ...2015-8-7 09:41 - nelsoncwlee - 投资人（实务版）
Volatility Weighting Applied to Momentum Strategies
1 个回复 - 747 次查看 【作者(必填)】Johan du Plessis and Winfried G. Hallerbach 【文题(必填)】Volatility Weighting Applied to Momentum Strategies 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选 ...2016-12-22 17:58 - lopemann - 求助成功区
1 个回复 - 747 次查看 【作者(必填)】Johan du Plessis and Winfried G. Hallerbach 【文题(必填)】Volatility Weighting Applied to Momentum Strategies 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选 ...2016-12-22 17:58 - lopemann - 求助成功区
Information ratio analysis of momentum strategies
1 个回复 - 859 次查看 In the past 20 years, momentum or trend following strategies have become an established part ofthe investor toolbox. We introduce a new way of analyzing momentum strategies by looking at theinformatio ...2016-11-11 05:32 - ytw1018 - 量化投资
1 个回复 - 859 次查看 In the past 20 years, momentum or trend following strategies have become an established part ofthe investor toolbox. We introduce a new way of analyzing momentum strategies by looking at theinformatio ...2016-11-11 05:32 - ytw1018 - 量化投资
Momentum Strategies in Futures Markets and Trend-following Funds
0 个回复 - 1181 次查看 In this paper, we rigorously establish a relationship between time-series momentum strategies in futures markets and commodity trading advisors (CTAs) and examine the question of capacity constraints ...2016-11-11 05:08 - ytw1018 - 量化投资
0 个回复 - 1181 次查看 In this paper, we rigorously establish a relationship between time-series momentum strategies in futures markets and commodity trading advisors (CTAs) and examine the question of capacity constraints ...2016-11-11 05:08 - ytw1018 - 量化投资
【backtrader股票策略】《151 trading strategies》中的收益动量(earnings momentum)
1 个回复 - 1730 次查看 在上一讲分享了《151 trading strategies》中，我们测试了价格动量策略，在本文中，我们尝试分享一下收益动量策略。 从优矿上获取了股票的每个季度的每股财务指标，我们使用每股营业利润作为earings的代表，但是由 ...2021-1-26 21:17 - tianjixuetu - 量化投资
1 个回复 - 1730 次查看 在上一讲分享了《151 trading strategies》中，我们测试了价格动量策略，在本文中，我们尝试分享一下收益动量策略。 从优矿上获取了股票的每个季度的每股财务指标，我们使用每股营业利润作为earings的代表，但是由 ...2021-1-26 21:17 - tianjixuetu - 量化投资
求购Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
2 个回复 - 1159 次查看 希望低价求购Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies，谢谢大家！2016-7-22 22:15 - ddhazard - 跳蚤市场
2 个回复 - 1159 次查看 希望低价求购Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies，谢谢大家！2016-7-22 22:15 - ddhazard - 跳蚤市场
MOMENTUM STRATEGIES IN FUTURES MARKETS
1 个回复 - 1498 次查看 In this paper we study time-series momentum strategies in futures markets and their relationshipto commodity trading advisors (CTAs). First, we construct one of the most comprehensive setsof time-seri ...2016-10-28 05:32 - ytw1018 - 量化投资
1 个回复 - 1498 次查看 In this paper we study time-series momentum strategies in futures markets and their relationshipto commodity trading advisors (CTAs). First, we construct one of the most comprehensive setsof time-seri ...2016-10-28 05:32 - ytw1018 - 量化投资
求The Interaction of Short-Term Reversal and Momentum Strategies
3 个回复 - 1104 次查看 【作者(必填)】Zhaobo Zhu and Kenneth Yung 【文题(必填)】The Interaction of Short-Term Reversal and Momentum Strategies 【年份(必填)】2016 【全文链接或数据库名称(选填)】The Journal of Portfolio Ma ...2016-10-14 16:02 - weilinhy - 求助成功区
3 个回复 - 1104 次查看 【作者(必填)】Zhaobo Zhu and Kenneth Yung 【文题(必填)】The Interaction of Short-Term Reversal and Momentum Strategies 【年份(必填)】2016 【全文链接或数据库名称(选填)】The Journal of Portfolio Ma ...2016-10-14 16:02 - weilinhy - 求助成功区
Currency momentum strategies
2 个回复 - 709 次查看 【作者(必填)】Lukas Menkhoff 【文题(必填)】Currency momentum strategies 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0304405X120013532016-8-21 20:26 - MemMao - 求助成功区
2 个回复 - 709 次查看 【作者(必填)】Lukas Menkhoff 【文题(必填)】Currency momentum strategies 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0304405X120013532016-8-21 20:26 - MemMao - 求助成功区
Russ Wermers：Momentum Investment Strategies of Mutual Funds, Performance...
0 个回复 - 1112 次查看 Russ Wermers《Momentum Investment Strategies of Mutual Funds,Performance Persistence, and Survivorship Bias》2011-12-12 11:13 - xliangxl - 金融学（理论版）
0 个回复 - 1112 次查看 Russ Wermers《Momentum Investment Strategies of Mutual Funds,Performance Persistence, and Survivorship Bias》2011-12-12 11:13 - xliangxl - 金融学（理论版）
The Profitability of Momentum Strategies
1 个回复 - 1259 次查看 Louis K. C. Chan, Narasimhan Jegadeesh, and Josef Lakonishok, “The profitabilityof momentum strategies,” Financial Analysts Journal, November-December1999.pdf2011-11-6 15:44 - 金黄色的风 - 金融学（理论版）
1 个回复 - 1259 次查看 Louis K. C. Chan, Narasimhan Jegadeesh, and Josef Lakonishok, “The profitabilityof momentum strategies,” Financial Analysts Journal, November-December1999.pdf2011-11-6 15:44 - 金黄色的风 - 金融学（理论版）
The Interaction of Value and Momentum strategies
0 个回复 - 1196 次查看 The Interaction of Value and Momentum strategies2011-11-8 01:02 - 金黄色的风 - 金融学（理论版）
0 个回复 - 1196 次查看 The Interaction of Value and Momentum strategies2011-11-8 01:02 - 金黄色的风 - 金融学（理论版）
contrarian and momentum strategies in Germany
0 个回复 - 820 次查看 contrarian and momentum strategies in Germany2011-11-8 00:58 - 金黄色的风 - 金融学（理论版）
0 个回复 - 820 次查看 contrarian and momentum strategies in Germany2011-11-8 00:58 - 金黄色的风 - 金融学（理论版）
求英文文献The Profitability of Momentum Strategies
2 个回复 - 1069 次查看 小弟求助如下文献，感谢各位大侠帮忙了！ The Profitability of Momentum Strategies Louis K. C. Chan, Narasimhan Jegadeesh and Josef Lakonishok Financial Analyst ...2011-5-26 09:42 - mcsyky - 文献求助专区
2 个回复 - 1069 次查看 小弟求助如下文献，感谢各位大侠帮忙了！ The Profitability of Momentum Strategies Louis K. C. Chan, Narasimhan Jegadeesh and Josef Lakonishok Financial Analyst ...2011-5-26 09:42 - mcsyky - 文献求助专区
An Analysis of Stock Market Anomalies and Momentum Strategies on the Stock ...
0 个回复 - 704 次查看 2005-6-27 13:07 - wenO6ZTcp8ct6 - Forum
0 个回复 - 704 次查看 2005-6-27 13:07 - wenO6ZTcp8ct6 - Forum
An Analysis of Stock Market Anomalies and Momentum Strategies on the Stock ...
0 个回复 - 1091 次查看 2005-6-27 10:33 - 服务营销519 - Forum
0 个回复 - 1091 次查看 2005-6-27 10:33 - 服务营销519 - Forum
