A stock selection model using Morningstar's style box
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Bibliographic InfoArticle provided by Elsevier in its journal Financial Services Review.
Volume (Year): 10 (2001)
Issue (Month): 1-4 ()
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June.
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- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Dellva, Wilfred L & Olson, Gerard T, 1998. "The Relationship between Mutual Fund Fees and Expenses and Their Effects on Performance," The Financial Review, Eastern Finance Association, vol. 33(1), pages 85-103, February.
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- Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1993. "Contrarian Investment, Extrapolation, and Risk," University of Chicago - George G. Stigler Center for Study of Economy and State 84, Chicago - Center for Study of Economy and State.
- Gold, Steven C. & Lebowitz, Paul, 1999. "Computerized stock screening rules for portfolio selection," Financial Services Review, Elsevier, vol. 8(2), pages 61-70.
- Porter, Gary E. & Trifts, Jack W., 1998. "Performance Persistence of Experienced Mutual Fund Managers," Financial Services Review, Elsevier, vol. 7(1), pages 57-68.
- Walker, M. Mark & Hatfield, Gay B., 1996. "Professional stock analysts' recommendations: Implications for individual investors," Financial Services Review, Elsevier, vol. 5(1), pages 13-29.
- Brad M. Barber & Terrance Odean, 2000. "Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors," Journal of Finance, American Finance Association, vol. 55(2), pages 773-806, 04.
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