Earnings Forecasting in a Global Stock Selection Model and Efficient Portfolio Construction and Management

SSRN Electronic Journal ◽

10.2139/ssrn.2552972 ◽

2014 ◽

Author(s):

John Guerard ◽

Harry Markowitz ◽

Ganlin Xu

Keyword(s):

Selection Model ◽

Portfolio Construction ◽

Stock Selection ◽

Earnings Forecasting ◽

Global Stock

Download Full-text

Earnings forecasting in a global stock selection model and efficient portfolio construction and management

International Journal of Forecasting ◽

10.1016/j.ijforecast.2014.10.003 ◽

2015 ◽

Vol 31 (2) ◽

pp. 550-560 ◽

Cited By ~ 38

Author(s):

John B. Guerard ◽

Harry Markowitz ◽

GanLin Xu

Keyword(s):

Selection Model ◽

Portfolio Construction ◽

Stock Selection ◽

Earnings Forecasting ◽

Global Stock

Download Full-text

Earnings forecasting in a global stock selection model and efficient portfolio construction and management

Handbook of Applied Investment Research - World Scientific Handbook in Financial Economics Series ◽

10.1142/9789811222634_0006 ◽

2020 ◽

pp. 75-85

Author(s):

John B. Guerard ◽

Harry Markowitza ◽

GanLin Xu

Keyword(s):

Selection Model ◽

Portfolio Construction ◽

Stock Selection ◽

Earnings Forecasting ◽

Global Stock

Download Full-text

News volume information: Beyond earnings forecasting in a global stock selection model

International Journal of Forecasting ◽

10.1016/j.ijforecast.2014.12.007 ◽

2015 ◽

Vol 31 (2) ◽

pp. 575-581 ◽

Cited By ~ 3

Author(s):

Robert A. Gillam ◽

John B. Guerard ◽

Rochester Cahan

Keyword(s):

Selection Model ◽

Stock Selection ◽

Earnings Forecasting ◽

Global Stock

Download Full-text

Global Stock Selection Modeling and Efficient Portfolio Construction and Management

The Journal of Investing ◽

10.3905/joi.2013.22.4.121 ◽

2013 ◽

Vol 22 (4) ◽

pp. 121-128 ◽

Cited By ~ 13

Author(s):

John B. Guerard ◽

Harry Markowitz ◽

Ganlin Xu

Keyword(s):

Portfolio Construction ◽

Stock Selection ◽

Global Stock

Download Full-text

Is Value Multidimensional? Implications for Style Management and Global Stock Selection

CFA Digest ◽

10.2469/dig.v28.n2.285 ◽

1998 ◽

Vol 28 (2) ◽

pp. 79-79

Keyword(s):

Stock Selection ◽

Global Stock ◽

Is Value

Download Full-text

Genetic network programming with changing structures for a novel stock selection model

Proceedings of the 13th annual conference companion on Genetic and evolutionary computation - GECCO '11 ◽

10.1145/2001858.2001992 ◽

2011 ◽

Cited By ~ 4

Author(s):

Victor Parque ◽

Shingo Mabu ◽

Kotaro Hirasawa

Keyword(s):

Genetic Network ◽

Selection Model ◽

Network Programming ◽

Stock Selection ◽

Genetic Network Programming

Download Full-text

A New Stock Selection Model Based on Decision Tree C5.0 Algorithm

Journal of Investment and Management ◽

10.11648/j.jim.20180704.12 ◽

2018 ◽

Vol 7 (4) ◽

pp. 117

Author(s):

Qiansheng Zhang

Keyword(s):

Decision Tree ◽

Selection Model ◽

Stock Selection ◽

Model Based

Download Full-text

Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets

Asia-Pacific Financial Markets ◽

10.1007/s10690-019-09274-4 ◽

2019 ◽

Vol 26 (4) ◽

pp. 453-477 ◽

Cited By ~ 2

Author(s):

Hidehiko Shimizu ◽

Takayuki Shiohama

Keyword(s):

Stock Markets ◽

Portfolio Construction ◽

Empirical Comparison ◽

Risk Parity ◽

Global Stock Markets ◽

Global Stock

Download Full-text

A hybrid stock selection model using genetic algorithms and support vector regression

Applied Soft Computing ◽

10.1016/j.asoc.2011.10.009 ◽

2012 ◽

Vol 12 (2) ◽

pp. 807-818 ◽

Cited By ~ 115

Author(s):

Chien-Feng Huang

Keyword(s):

Genetic Algorithms ◽

Support Vector Regression ◽

Selection Model ◽

Support Vector ◽

Stock Selection

Download Full-text

A SVM Stock Selection Model within PCA

Procedia Computer Science ◽

10.1016/j.procs.2014.05.284 ◽

2014 ◽

Vol 31 ◽

pp. 406-412 ◽

Cited By ~ 29

Author(s):

Huanhuan Yu ◽

Rongda Chen ◽

Guoping Zhang

Keyword(s):

Selection Model ◽

Stock Selection

Download Full-text