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Computerized stock screening rules for portfolio selection

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  • Gold, Steven C.
  • Lebowitz, Paul
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    File URL: http://www.sciencedirect.com/science/article/B6W4D-3XRP817-2/2/9af9bdd89a9490c56dcdffecac8e78b2
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    Bibliographic Info

    Article provided by Elsevier in its journal Financial Services Review.

    Volume (Year): 8 (1999)
    Issue (Month): 2 ()
    Pages: 61-70

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    Handle: RePEc:eee:finser:v:8:y:1999:i:2:p:61-70

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    Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm

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    References

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    1. Jensen, Michael C., 1978. "Some anomalous evidence regarding market efficiency," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 95-101.
    2. Culter, D.M. & Poterba, J.M. & Summers, L.H., 1990. "Speculative Dynamics," Working papers 544, Massachusetts Institute of Technology (MIT), Department of Economics.
    3. Ferson, Wayne E & Harvey, Campbell R, 1993. "The Risk and Predictability of International Equity Returns," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 527-66.
    4. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    5. 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.
    6. Levich, Richard M. & Thomas, Lee III, 1993. "The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach," Journal of International Money and Finance, Elsevier, vol. 12(5), pages 451-474, October.
    7. Kothari, S P & Shanken, Jay & Sloan, Richard G, 1995. " Another Look at the Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 50(1), pages 185-224, March.
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    Cited by:
    1. Schadler, Frederick P. & Eakins, Stanley G., 2001. "A stock selection model using Morningstar's style box," Financial Services Review, Elsevier, vol. 10(1-4), pages 129-144.
    2. Loviscek, Anthony L. & Jordan, W. John, 2000. "Stock selection based on Morningstar's ten-year, five-star general equity mutual funds," Financial Services Review, Elsevier, vol. 9(2), pages 145-157, 00.
    3. Sevastjanov, Pavel & Dymova, Ludmila, 2009. "Stock screening with use of multiple criteria decision making and optimization," Omega, Elsevier, vol. 37(3), pages 659-671, June.

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