动量和反转投资策略理论研究  

作　　者：王芬[1] 王艳华[2] 

机构地区：[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

出　　处：《特区经济》2006年第12期268-270,共3页Special Zone Economy

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。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.

关 键 词：动量和反转投资策略 

分 类 号：F830.91[经济管理—金融学]