Using economic and financial information for stock selection

DOI10.1007/s10287-007-0056-xzbMath1175.91164OpenAlexW1980802237MaRDI QIDQ1031950

Manfred Gilli, Ilir Roko

Publication date: 23 October 2009

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:111367

zbMATH Keywords

portfolio optimizationdecision treesfactor models

Mathematics Subject Classification ID

Economics of information (91B44) Portfolio theory (91G10)

Related Items

Robust portfolio optimization with a hybrid heuristic algorithm, Synergy frontier of multi-factor stock selection model

Uses Software

• ElemStatLearn

Cites Work

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• Bagging predictors
• Data mining. Concepts and techniques
• Decision trees for monotone price models
• The elements of statistical learning. Data mining, inference, and prediction