PT  - JOURNAL ARTICLE
AU  - John B. Guerard, Jr
TI  - A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data
AID  - 10.3905/joi.2014.23.4.075
DP  - 2014 Nov 30
TA  - The Journal of Investing
PG  - 75--84
VI  - 23
IP  - 4
4099  - https://pm-research.com/content/23/4/75.short
4100  - https://pm-research.com/content/23/4/75.full
AB  - 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