Momentum strategies based on reward-risk stock selection criteria
Svetlozar Rachev, Teo Jašić, Stoyan Stoyanov, Frank J. Fabozzi
| Year of publication: |
2007
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Jašić, Teo ; Stoyanov, Stoyan ; Fabozzi, Frank J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2325-2346
|
| Subject: | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Strategie | Strategy | Momentenmethode | Method of moments | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003522928