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題名 Evolution of Momentum and Popularity
作者 謝淑貞
Shieh,Shwu-Jane
關鍵詞 Momentum strategies;Popularity weight;Evolutionary process;Mutation process;Revision process
日期 2006-03
上傳時間 3-Dec-2008 13:51:51 (UTC+8)
摘要 In this paper, the evolutionary behavior of two types of investor in a capital market with two risky competing securities is investigated. It is shown that, if all investors are momentum-oriented, then only those who are the most sensitive to popularity will survive. Conversely, if all investors are popularity-oriented, then they will all invest in the same security.
關聯 Journal of Evolutionary Economics, 16(4), 419-433
資料類型 article
dc.creator (作者) 謝淑貞zh_TW
dc.creator (作者) Shieh,Shwu-Jane-
dc.date (日期) 2006-03en_US
dc.date.accessioned 3-Dec-2008 13:51:51 (UTC+8)-
dc.date.available 3-Dec-2008 13:51:51 (UTC+8)-
dc.date.issued (上傳時間) 3-Dec-2008 13:51:51 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/12461-
dc.description.abstract (摘要) In this paper, the evolutionary behavior of two types of investor in a capital market with two risky competing securities is investigated. It is shown that, if all investors are momentum-oriented, then only those who are the most sensitive to popularity will survive. Conversely, if all investors are popularity-oriented, then they will all invest in the same security.-
dc.format application/en_US
dc.language enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) Journal of Evolutionary Economics, 16(4), 419-433en_US
dc.subject (關鍵詞) Momentum strategies;Popularity weight;Evolutionary process;Mutation process;Revision process-
dc.title (題名) Evolution of Momentum and Popularityen_US
dc.type (資料類型) articleen