Contrarian Investment, Extrapolation, and Risk
نویسندگان
چکیده
منابع مشابه
contrarian investment strategy based on reward-risk stock selection criteria
stock selection criteria play a key role in contrarian portfolio construction. the usual approach is applying cumulative return as stock selection criteria however applying this criterion leads to ranking stocks without considering investment risk. in this study, we analyze contrarian strategies that are based on reward–risk stock selection criteria in contrast to ordinary contrarian strategies...
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ژورنال
عنوان ژورنال: The Journal of Finance
سال: 1994
ISSN: 0022-1082
DOI: 10.1111/j.1540-6261.1994.tb04772.x