RT Journal Article
SR Electronic
T1 A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data
JF The Journal of Investing
FD Institutional Investor Journals
SP 75
OP 84
DO 10.3905/joi.2014.23.4.075
VO 23
IS 4
A1 John B. Guerard, Jr
YR 2014
UL https://pm-research.com/content/23/4/75.abstract
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