Teo Jasic
2007
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Teo Jasic trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Teo Jasic's perspective
Ordered by how strongly the researchers Teo Jasic trusts endorse each paper. Same corpus, a different order for every researcher.
- The Behavior of Stock-Market Prices
- Phi-alpha optimal portfolios and Extreme Risk Management
- Gain, Loss, and Asset Pricing (Journal of Political Economy)
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Handbook of heavy tailed distributions in finance
- The Sharpe Ratio
- Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
- Conditional Value-at-Risk for General Loss Distributions
- Stable Paretian Models in Finance
- Financial Risk and Heavy Tails
Their papers
- Momentum strategies based on reward-risk stock selection criteria (2007) — 110 citations