Contrarian trading strategies

Emilios C. Galariotis ()
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Emilios C. Galariotis: Audencia Recherche - Audencia Business School

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Abstract: Contrarian trading is a form of active portfolio management that seeks to profit from collective limitations in human behavior that lead to predictable patterns in investment returns. Relevant to these patterns, contrarian investors anticipate performance reversals, thereby taking long positions in past losers and short positions in past winners to exploit them. The returns of contrarian traders seem to be abnormal, although there have been evidence to the contrary, yet not universal.

Keywords: Overreaction hypothesis; Active portfolio management; Behavioral investments; Return reversals; Contrarian investment strategies (search for similar items in EconPapers)
Date: 2014-09
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Published in Wiley Encyclopedia of Management, 4, Wiley, pp.1-7, 2014, ⟨10.1002/9781118785317.weom040003⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01133708

DOI: 10.1002/9781118785317.weom040003

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