Nan, Lu (2023) An Empirical Study on Quantitative Investment Stock Selection Strategy Based on Fundamental Factors and Coefficients Combined with Entropy Method. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
In order to investigate the impact of fundamental factors on stock returns, this article selects earnings price ratio, book-to-market value ratio, price-to-market ratio, market-to-sales ratio, market capitalization, net sales margin, return on total assets, return on net assets, and gross profit mar
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/41981 |
