An Empirical Study on Quantitative Investment Stock Selection Strategy Based on Fundamental Factors and Coefficients Combined with Entropy Method

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

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