Earnings forecasting in a global stock selection model and efficient portfolio construction and management
John B. Guerard Jr., Harry Markowitz, GanLin Xu
| Year of publication: |
April-June 2015
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|---|---|
| Authors: | Guerard, John Baynard ; Markowitz, Harry ; Xu, Ganlin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 2, p. 550-560
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| Subject: | Earnings Forecasting | I/B/E/S | Portfolio optimization | Information ratio | Efficient frontier | Active returns | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Prognose | Forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Gewinn | Profit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474399