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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主要作者: | Loon, Yee Cheng. |
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其他作者: | Shafiqur Rahman |
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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