We also examine a global equity momentum strategy GE, which weights each region’s equity momentum strategy by the ex-post volatility of the portfolio over the full sample, following Asness, Moskowitz, and Pedersen (2013).
ما استراژدی مومنتوم (شتاب) سهامی جهانی GE که استراتژی شتاب سهامی هر منطقه را بر اساس نوسانات بر مبنای نتایج واقعی گذشته ی موجودی اوراق بهادر نسبت به مثال کامل, به شمول آسنس, موسکویتس و پدرسون سنجیده میشوند, را بررسی میکنیم.
equity
If you have equities in a company, you have shares in that company whose rate of interest is not fixed; a technical term in economics.
weight
to change something slightly so that you give more importance to particular ideas or people
weight something in favour of somebody/something
* a temptation to weight the report in favour of the option you want
GEM
Global Equities Momentum
ex post
based on actual results rather than forecasts.
* the ex post trade balance
گذشته نگر، معطوف به گذشته, نتایج واقعی