Momentum Investing and the GFC: The Case of the S&P/ASX100

B. Vanstone, Tobias Hahn
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引用次数: 4

Abstract

This paper aims to contribute to the literature on momentum by documenting the performance of a variety of momentum strategies in the SP rather there was a brief suspension during the worst of the GFC.
动量投资与全球金融危机:以标准普尔/澳大利亚100指数为例
本文旨在通过记录各种动量策略在标普指数中的表现,而不是在全球金融危机最糟糕的时期有短暂的暂停,从而为动量方面的文献做出贡献。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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