| 来源类型 | Monograph (IIASA Interim Report) |
| 规范类型 | 报告 |
| Identifying Regularities in Stock Portfolio Tilting. | |
| Susmaga R; Michalowski W; Slowinski R | |
| 发表日期 | 1997 |
| 出版者 | IIASA, Laxenburg, Austria: IR-97-066 |
| 出版年 | 1997 |
| 语种 | 英语 |
| 摘要 | The paper deals with issues associated with identification of stocks generating abnormal returns. Following the findings of a finance theory regarding portfolio tilting, a set of price-related stocks' attributes was analyzed. The analysis was conducted with the help of rough sets methodology which allows to distinguish "important" attributes for problem description, and to generate decision rules which can be later used to predict stocks' performance. Validity of the approach was tested on the Toronto Stock Exchange data. |
| 主题 | Decision Analysis and Support (DAS) |
| URL | http://pure.iiasa.ac.at/id/eprint/5229/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124680 |
| 推荐引用方式 GB/T 7714 | Susmaga R,Michalowski W,Slowinski R. Identifying Regularities in Stock Portfolio Tilting.. 1997. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| IR-97-066.pdf（145KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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