Abstract This paper is dedicated to the investigation of the strategies related to the high-dividend portfolio investment. The aim of this research is to increase the high-dividend portfolio efficiency by adding some filters and optimization weights of the assets in the portfolio. In order to achieve this goal, the authors complement the classical version of the «Dogs of the Dow» strategy with financial indicators ROA and P/E with equal and optimized weights of the assets in each portfolio. Two additional parameters are also used in the process of testing: the number of stocks and the month of the annual portfolio rebalancing. Thus, the obtained models have high-quality advantages in comparison with the traditional concept of high-dividend investing, eliminating its inherent disadvantages and providing higher rates of return.

中文翻译：

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带有财务业绩过滤器的高股息投资组合和投资组合中资产权重的优化

摘要 本文致力于研究与高股息证券投资相关的策略。本研究的目的是通过添加一些过滤器和投资组合中资产的优化权重来提高高股息投资组合的效率。为了实现这一目标，作者用财务指标 ROA 和 P/E 补充了经典版本的《道琼斯指数》策略，每个投资组合中的资产权重均等且优化。测试过程中还使用了两个额外的参数：股票数量和年度投资组合重新平衡的月份。因此，所获得的模型与传统的高分红投资概念相比具有高质量的优势，消除了其固有的缺点，并提供了更高的回报率。