反转因子

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聪明的贝塔：来自A 股市场因子动量策略的实证研究

摘要：本文首次检验了因子动量策略在中国A 股市场上的盈利能力，并对因子动量策略的超额收益. 来源给出了合理解释。研究发现，时序因子动量策略和截面因子动量策略在A 股 ...

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