Building multi-factor stock selection models using balanced split regression trees with sorting normalisation and hybrid variables
I-Cheng Yeh (Department of Civil Engineering, Tamkang University, New Taipei City, Taiwan), Che-Hui Lien (Department of Marketing International Business and Entrepreneurship, Thompson Rivers University, Kamloops, BC, Canada), Tao-Ming Ting (Department of Senior Citizen Service Management, Ching Kuo Institute of Management and Health, Keelung City, Taiwan)
| Year of publication: |
2015
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|---|---|
| Authors: | Yeh, I-Cheng ; Lien, Che-Hui ; Ting, Tao-Ming |
| Published in: |
International journal of foresight and innovation policy : IJFIP. - Olney, Bucks : Inderscience Enterprises, ISSN 1740-2816, ZDB-ID 2156731-1. - Vol. 10.2015, 1, p. 48-74
|
| Subject: | regressin tree | stock market | multi-factor | stock selection model | Theorie | Theory | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011524612