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Computerized stock screening rules for portfolio selection


  • Gold, Steven C.
  • Lebowitz, Paul


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  • Gold, Steven C. & Lebowitz, Paul, 1999. "Computerized stock screening rules for portfolio selection," Financial Services Review, Elsevier, vol. 8(2), pages 61-70.
  • Handle: RePEc:eee:finser:v:8:y:1999:i:2:p:61-70

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    References listed on IDEAS

    1. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    2. 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.
    3. David M. Cutler & James M. Poterba & Lawrence H. Summers, 1991. "Speculative Dynamics," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 529-546.
    4. Jensen, Michael C., 1978. "Some anomalous evidence regarding market efficiency," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 95-101.
    5. 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.
    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. repec:bla:joares:v:29:y:1991:i:2:p:302-321 is not listed on IDEAS
    8. 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 527-566.
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    Cited by:

    1. Tarek Zaher, 2017. "The Value of Active Investment Strategies," NFI Working Papers 2017-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
    2. 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.
    3. 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.
    4. 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.

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