This study focuses on the impact of model estimation methods on earnings forecast accuracy. Compared with an ordinary … least squares (OLS) regression combined with winsorization, robust regression MM-estimation improves the earnings forecast … robust regression MM-estimation. This study contributes to earnings forecasting, valuation, and influential observation …

The nonparametric estimation method is employed to evaluate empirically the relationship between the performance of a …

-optimal portfolio only involves investment in the aforementioned funds. The loss of growth due to estimation error in fund models under … local frequentist estimation is determined entirely by the number of funds. Furthermore, under a general filtering framework … for Bayesian estimation, the loss of growth increases as the investment universe does. A shrinkage method that targets …

orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … proposed estimation approach pairs intuitiveappeal with computational efficiency. We evaluate various alternative estimation …