新兴市场中的方差缩放动量策略

登录后收藏

学术论文

Revisiting Momentum Profits in Emerging Markets

作者Revisiting Momentum Profits in Emerging Markets [点击查看论文]

机构
  • Institute of Business Administration Karachi
  • University of Karachi
  • University of Karachi - Institute of Business Administration (IBA), Karachi
  • Texas A&M University
  • Texas A&M University - Department of Finance
  • Institute of Business Administration, Karachi

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。