Research Article
Research on Application of Multi-factor Stock Selection Model in Investment in the Context of Epidemic Prevention and Control Taking Culture and Tourism Industry as an Example
@INPROCEEDINGS{10.4108/eai.18-11-2022.2327130, author={Ziyun Lin}, title={Research on Application of Multi-factor Stock Selection Model in Investment in the Context of Epidemic Prevention and Control Taking Culture and Tourism Industry as an Example}, proceedings={Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China}, publisher={EAI}, proceedings_a={ICEMME}, year={2023}, month={2}, keywords={epidemic prevention and control; multi-factor stock selection model; culture and tourism industry}, doi={10.4108/eai.18-11-2022.2327130} }- Ziyun Lin
Year: 2023
Research on Application of Multi-factor Stock Selection Model in Investment in the Context of Epidemic Prevention and Control Taking Culture and Tourism Industry as an Example
ICEMME
EAI
DOI: 10.4108/eai.18-11-2022.2327130
Abstract
With the rise of quantitative investment concept in the world, quantitative investment concept is gradually accepted by the market. Multi-factor model is one of the mainstream quantitative investment models in the world, and it is also a hot issue in the field of quantitative investment in China. This paper takes China's epidemic prevention, control policies, the industrial structure of culture and tourism, and the investment environment of the tourism sector into consideration. With the application of multi-factor stock selection model, 7 representative stocks are selected from culture and tourism industry to conduct a horizontal comparison of their gains and returns.
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