| 动量和反转投资策略理论研究 |
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| 引用本文： | 王芬,王艳华.动量和反转投资策略理论研究[J].特区经济,2006(12):268-270. |
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| 作者姓名： | 王芬 王艳华 |
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| 作者单位： | 1. 襄樊学院,经管系,湖北,襄樊,441053
2. 中国人民银行,襄樊市分行,湖北,襄樊,441021 |
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| 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。
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| 关 键 词： | 动量和反转投资策略 |
Momentum and reversal investment strategy theory research |
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| Wang Fen,Wang Yan Hua.Momentum and reversal investment strategy theory research[J].Special Zone Economy,2006(12):268-270. |
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| Authors: | Wang Fen Wang Yan Hua |
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| 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. |
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| Keywords: | Momentum and contrarian strategy |
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