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Article

A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data

John B. Guerard
The Journal of Investing Winter 2014, 23 (4) 75-84; DOI: https://doi.org/10.3905/joi.2014.23.4.075
John B. Guerard
is director of quantitative research at McKinley Capital Management in Anchorage, AK. jguerard@mckinleycapital.com
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Abstract

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.

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The Journal of Investing: 23 (4)
The Journal of Investing
Vol. 23, Issue 4
Winter 2014
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A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data
John B. Guerard
The Journal of Investing Nov 2014, 23 (4) 75-84; DOI: 10.3905/joi.2014.23.4.075

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A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data
John B. Guerard
The Journal of Investing Nov 2014, 23 (4) 75-84; DOI: 10.3905/joi.2014.23.4.075
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  • Article
    • Abstract
    • CONSTRUCTING EFFICIENT PORTFOLIOS: RISK MODELS AND OPTIMIZATION TECHNIQUES
    • PORTFOLIO CONSTRUCTION, MANAGEMENT, AND ANALYSIS
    • SUMMARY AND CONCLUSIONS
    • ENDNOTES
    • REFERENCES
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