Synergy frontier of multi-factor stock selection model

DOI10.1007/S12597-022-00615-YMaRDI QIDQ6105959zbMATH OpenFDO

Authors I-Cheng Yeh

Publication date 26 June 2023

Published in Opsearch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S12597-022-00615-Y

zbMATH Keywords

\textbf{S}ynergymixture designmulti-factor modeloptimizationstock selectionweighted scoring

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Is the predictability of emerging and developed stock markets really exploitable?
• Optimal value and growth tilts in long-horizon portfolios
• Response surface methodology. Process and product optimization using designed experiments
• Using economic and financial information for stock selection

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