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