نتایج جستجو برای: Stock Selection

تعداد نتایج: 405415  

Journal: :journal of industrial engineering, international 2007
a.m kimiagari s amini

there are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. in this study, the profitability of a broad range of stock se-lection strategies in tehran stock exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

Journal: :تحقیقات مالی 0
سید مجید شریعت پناهی استادیار دانشگاه علامه طباطبایی، تهران، ایران محسن سهرابی عراقی استادیار دانشگاه علامه طباطبایی، تهران، ایران عبداله شریعتی کارشناسی ارشد مدیریت مالی، دانشگاه علامه طباطبایی، تهران، ایران

stock selection criteria play a key role in contrarian portfolio construction. the usual approach is applying cumulative return as stock selection criteria however applying this criterion leads to ranking stocks without considering investment risk. in this study, we analyze contrarian strategies that are based on reward–risk stock selection criteria in contrast to ordinary contrarian strategies...

Journal: :iranian journal of optimization 2010
a. alinezhad m. zohrebandian f. dehdar

the stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. this paper presents a methodology based on data envelopment analysis for portfolio selection, decision making units which can be stocks or other financial assets. first, dmus efficiencies are computed based on input/output com...

Journal: :Journal of Banking and Finance 2021

We argue that mutual fund managers should trade actively only when the market presents opportunities to pick stocks with positive alpha. In this paper, we propose stock-selection opportunity measures and show a significant portion of funds time their active trading, i.e., they more opportunities. timers outperform negative by about 82 bps in annualized four-factor alpha over subsequent six-mont...

پایان نامه :0 1392

it is definitely necessary to understand the concept and behavior of causation of life insurance policies and its determinants for insurance managers, regulators, and customers. for insurance managers, the profitability and liquidity of insurers can be increasingly influenced by the number of causation through costs, adverse selection, and cash surrender values. therefore, causation is a materi...

A. Alinezhad, F. Dehdar M. Zohrebandian

The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output com...

A.M Kimiagari S Amini

There are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. In this study, the profitability of a broad range of stock se-lection strategies in Tehran Stock Exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

2016
Lichun Tang Qimin Lin

Quantitative stock selection has become a research hotspot in the field of investment decision. As the data mining technology becomes mature, quantitative stock selection has made great progress. From the perspective of value investment, this paper selects top 200 stocks of A share in terms of market value. With the random forest (RF), financial characteristic variables with significant impact ...

Journal: :برنامه ریزی و بودجه 0
مهدی ابرزی mehdi abzari دانشکده علوم اداری و اقتصاد دانشگاه اصفهان مرتضی سامتی morteza sameti دانشکده علوم اداری و اقتصاد دانشگاه اصفهان مهدی دلبری mehdi delbari

stock selection method in stock exchange is an important issue for investors in such markets. investors will gain benefits more than market average provided that they make logical decisions while selecting stocks. the issue of stock selection in markets like tehran stock exchange (that are not so efficient) is requires more attention of the investors as there is not a suitable equilibrium betwe...

2017
Ahmed Sakr Peng Zhou

This paper seeks to examine the effect of mutual fund governance on stock selection and market timing abilities. This paper applies a Structural Equation Modelling technique to solve the potential endogeneity problem between internal governance measures and stock selection and market timing. The main conclusion of this paper is to provide evidence through robust statistical analysis around the ...

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