Momentum strategies based on reward-risk stock selection criteria

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 8

Pages: 2325-2346

Authors (4)

Rachev, Svetlozar (not in RePEc) Jasic, Teo (not in RePEc) Stoyanov, Stoyan (not in RePEc) Fabozzi, Frank J. (Groupe EDHEC (École de Hautes ...)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count