Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks

Author:

Eakins Stanley G,Stansell Stanley R

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Glamour rising;Bierck;Bloomberg Personal Finance,1998

2. Neural network versus tobit models: analyzing the nature of the institutional demand for common stocks;Buck;Quarterly Journal of Business and Economics,1998

3. The wallflower strategy;Clash;Forbes,1998

4. The relationship between mutual fund fees and expenses and their effects on performance;Dellva;Financial Review,1998

5. Contrarian investment strategies: the next generation;Dreman,1998

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