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LIANG Yi-kong, CHAI Jun. Selection of Top Quality Portfolio under H-Value Rule(Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2007, (5): 92-97.
Citation:
LIANG Yi-kong, CHAI Jun. Selection of Top Quality Portfolio under H-Value Rule(Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2007, (5): 92-97.
LIANG Yi-kong, CHAI Jun. Selection of Top Quality Portfolio under H-Value Rule(Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2007, (5): 92-97.
Citation:
LIANG Yi-kong, CHAI Jun. Selection of Top Quality Portfolio under H-Value Rule(Chinese)[J]. Journal of East China Normal University (Natural Sciences), 2007, (5): 92-97.
This paper studied how to select several top quality stocks from thousands of stocks in the security market to get a better portfolio.Firstly,H-value rule which can evaluate quality of portfolio was given under the condition of permitting shortsailing for the first time. Then,how to select the better portfolio under H-value rule was studied.Secondly,A simplified theorem of H-value was introduced under the market index model. It showed the efficiency of the selection.
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