کلیدواژه: Stock return,Momentum,Reversal,Contratum,Momentarian,Gray wolf,Dynamic panel
نویسندگان: Teymouri Ashtiani Ali, Hamidian Mohsen, Jafari Seyedeh Mahboubeh
ناشر: تحقیقات مالی - Financial Research Journal
Objective: Contratum strategies are hybrid strategies in which, like the reverse strategy, the portfolio ranking is based on a long-term time horizon. However, the time horizon of their maintenance is like medium-term momentum strategies. Momentarian or momentary strategies are among the combined st... ادامه
سال:2022
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