Title of article :
Momentum strategies based on reward–risk stock selection criteria
Author/Authors :
Svetlozar Rachev، نويسنده , , Teo Ja?i?، نويسنده , , Stoyan Stoyanov، نويسنده , , Frank J. Fabozzi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
22
From page :
2325
To page :
2346
Keywords :
Risk-adjusted performance , Momentum strategies , Stable Paretian distribution , Expected tail loss , Reward–risk stock selection criteria
Journal title :
Journal of Banking and Finance
Serial Year :
2007
Journal title :
Journal of Banking and Finance
Record number :
194082
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=194082
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