Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm
Objective: Contratum strategies are hybrid strategies in which, like the reverse strategy, the portfolio ranking is based on a long-term time horizon. However, the time horizon of their maintenance is like medium-term momentum strategies. Momentarian or momentary strategies are among the combined st...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2022-12-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_90703_208f02dacdc065a40ebb268c029ee00a.pdf |