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LPoulin133

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tT
发表于 2011-7-13 15:17 | 只看该作者

momentum

long, require
Does momentum strategy require that investors take long positions in winners AND short positions in losers?
Can it be OR?
Thanks!
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Chuckrox

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2#
发表于 2011-7-13 15:17 | 只看该作者
key word is "require". If they are mandated to be long only ( some mutual funds or trust funds have this restriction) , they couldn't very well be short

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