Using Trend Ratio and GNQTS to Assess Portfolio Performance in the U.S. Stock Market
Stock selection is an important issue in the stock market, and when assessing portfolio performance, return and risk are important conditions. The Sharpe ratio is a well-known assessment strategy that simultaneously considers portfolio return and risk. However, as the Sharpe ratio uses the average l...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
IEEE
2021-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/9455429/ |