Stock-Selection Modeling and Data Mining Corrections: Long-Only Versus 130/30 Models-Reference-Cited by-同舟云学术

Stock-Selection Modeling and Data Mining Corrections: Long-Only Versus 130/30 Models

Published:2010 Issue: Volume: Page:621-648
ISSN:
Container-title:Handbook of Portfolio Construction
language:
Short-container-title:

Author:

Guerard John B.,Chettiappan Sundaram,Xu GanLin

Publisher

Springer US

Link

http://link.springer.com/content/pdf/10.1007/978-0-387-77439-8_24

Reference97 articles.

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3. Basu, S. 1977. “Investment Performance of Common Stocks in Relations to their Price Earnings Ratios: A Test of Market Efficiency.” Journal of Finance 32, 663–682.

4. Basu, S. 1983. “The Relationship between Earnings Yield, Market Value and Return for NYSE Common Stocks: Further Evidence.” Journal of Financial Economics 12, 129–156.

5. Bernhard, A. 1959. The Evaluation of Common Stocks. New York: Simon and Schuster.

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