Research on Momentum Strategy Optimization Based on Fractal Winner-Loser Portfolio
Year of publication: |
[2022]
|
---|---|
Authors: | Xu, Wu ; Wang, Kun ; Zhengjie, Chun ; Jingyang, Zhang |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Theorie | Theory | Kapitaleinkommen | Capital income |
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