期刊名称：Explorations – The Journal of Undergraduate Research, Scholarship and Creativity at Wright State
出版年度：2012
卷号：1
期号：1
页码：1
出版社：Wright State University
摘要：This paper discusses the use of pair of financial criteria to obtain the superior stock portfolio performance. Several Portfolios are created with different number of securities over different time horizons,using pair of financial criteria and Price momentum strategy. Our results give support for the use of pairs of criteria in selecting and managing equity portfolio. The synergy effect of combining a financial ratio with the price momentum obtains both statistical and economical superior performance results; especially the pair of Earnings to Price ratio along with Price Momentum strategy with smaller of number of securities in short run.
