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Momentum strategies based on reward-risk stock selection criteria

Journal of Banking \& Finance, 31(8): 2325--2346, 2007.
Authors: Svetlozar Rachev and Teo Jasic and Stoyan Stoyanov and Frank J. Fabozzi
URL: http://www.sciencedirect.com/science/article/B6VCY-4N2KTCB-6/1/455ec99a9aa7425a601fc4451bdc10d9
Description: Journal of Banking & Finance
Tags: Momentum strategies
| URL | BibTeX  
@article{Rachev2007,
title = {Momentum strategies based on reward-risk stock selection criteria},
author = {Svetlozar Rachev and Teo Jasic and Stoyan Stoyanov and Frank J. Fabozzi},
journal = {Journal of Banking \& Finance},
month = {Aug},
number = {8},
pages = {2325--2346},
url = {http://www.sciencedirect.com/science/article/B6VCY-4N2KTCB-6/1/455ec99a9aa7425a601fc4451bdc10d9},
volume = {31},
year = {2007},
description = {Journal of Banking & Finance},
keywords = {Momentum strategies }
}