Discuss the basic method used to form portfolios

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Reference no: EM131084196

In the predictability lecture, we discussed evidence concerning violations of the weak form of the EMH that are based upon lagged return trading strategies. Briefly discuss the three types of strategies (that is, long, intermediate, and short return horizons). In your discussion of each horizon, discuss the basic method used to form portfolios, what the results are (that is, do returns exhibit reversals or continuations), and the average level of profits.

Reference no: EM131084196

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