PORTFOLIO STRATEGIES - The Decision Tree Approach to Stock Selection - A frequent question regarding quantitative investing is: What are good variables for stock selection? Traditional quantitative strategies are variations of screening techniques. Quantitative investment managers seek to narrow the investable universe to a manageable number of stocks that have desirable characteristics. The ...
Year of publication: |
2000
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Authors: | Sorensen, Eric H. ; Miller, Keith L. ; Ooi, Chee K. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 27.2000, 1, p. 42-52
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