Using economic and financial information for stock selection
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DOI: 10.1007/s10287-007-0056-x
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- Ilir Roko & Manfred Gilli, 2006. "Using Economic and Financial Information for Stock Selection," Swiss Finance Institute Research Paper Series 06-21, Swiss Finance Institute.
References listed on IDEAS
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Citations
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Cited by:
- I-Cheng Yeh, 2023. "Synergy frontier of multi-factor stock selection model," OPSEARCH, Springer;Operational Research Society of India, vol. 60(1), pages 445-480, March.
- Björn Fastrich & Peter Winker, 2012.
"Robust portfolio optimization with a hybrid heuristic algorithm,"
Computational Management Science, Springer, vol. 9(1), pages 63-88, February.
- Björn Fastrich & Peter Winker, 2010. "Robust Portfolio Optimization with a Hybrid Heuristic Algorithm," Working Papers 041, COMISEF.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2011.
"Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model,"
Computational Management Science, Springer, vol. 8(1), pages 103-123, April.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2008. "Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models," Working Papers 006, COMISEF.
- Piotr Arendarski, 2012. "Tactical allocation in falling stocks: Combining momentum and solvency ratio signals," Working Papers 2012-01, Faculty of Economic Sciences, University of Warsaw.
- I-Cheng Yeh & Yi-Cheng Liu, 2020. "Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-28, December.
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More about this item
Keywords
Portfolio optimization; Decision trees; Factor models; G12; C35;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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