Authors
John B Guerard Jr
Publication date
2014/11/30
Journal
The Journal of Investing
Volume
23
Issue
4
Pages
75-84
Publisher
Portfolio Management Research
Description
In this study, we show that global composite stock selection models and earnings forecasting can be effectively implemented using fundamental and statistical risk models and traditional mean-variance portfolios, enhanced index-tracking portfolios, and Tracking-Error-at-Risk portfolios.
TOPICS: Fundamental equity analysis, equity portfolio management
Total citations
20231
Scholar articles
JB Guerard Jr - The Journal of Investing, 2014