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NTIS 바로가기Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지, v.28 no.6, 2017년, pp.1481 - 1500
최정용 (연세대학교 투자정보공학) , 김지우 (연세대학교 산업공학과) , 오경주 (연세대학교 산업공학과)
This study examines the stability and excellence of portfolio investment strategies based on the accounting information of the Korean stock market. In the process of constructing the portfolio, various combinations of financial ratios are used to select the stocks with high expected return and to me...
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