科研之友
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摘要
As a traditional research method in decision making technology, stochastic dominance with a riskless asset (SDR) is popular in the field of stock selection. Value at risk (VaR) also is a new and popular method in risk management. How to make a balance between revenue and risk in stock selection always receives great attention from stock investors. Firstly, this paper analyzes the features of SDR and VaR. Secondly, this paper lays emphasis on how to combine these methods to choose the best stock. Finally, according to an empirical analysis in some real stock data, the results show that the two methods could be combined together to make stock selection and receive good results.
