动量和反转投资策略理论研究

【摘要】 本文分析了EMH和行为金融理论指导下不同的投资策略,重点对基于反应不足和反应过度的动量和反转投资策略的国内外相关研究状况进行了描述。更多还原

【Abstract】 This paper focuses on the efficiency of the market and compare with different views of EMH and Behavior Finance. We will doubt on the EMH by the anomalies, especially based on under-reaction and over-reaction, some savant offered momentum strategy and contrarian strategy. We summarize the studies on it.更多还原