TY - JOUR T1 - A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data JF - The Journal of Investing SP - 75 LP - 84 DO - 10.3905/joi.2014.23.4.075 VL - 23 IS - 4 AU - John B. Guerard, Jr Y1 - 2014/11/30 UR - https://pm-research.com/content/23/4/75.abstract N2 - 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 ER -