An EVA approach to the contrarian strategy.
The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies.
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| 格式: | Theses and Dissertations |
| 語言: | English |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/7534 |
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| 機構: | Nanyang Technological University |
| 語言: | English |
| 總結: | The contrarian strategy of selling winners and buying past losers is a controversial topic because it has several competing explanations. This study has implications for profit measurement in empirical research and quantitative investment strategies. |
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