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 tha...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2014-03-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_51843_06f65400d2bcf472e458acf41db232ce.pdf |