Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Robert A. Gillam"'
Publikováno v:
The Journal of Portfolio Management. 48:86-94
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a66268cda7a32a5c0855fb418624666e
https://doi.org/10.3905/jpm.2022.1.375
https://doi.org/10.3905/jpm.2022.1.375
Autor:
Russell Read, Robert A. Gillam
Publikováno v:
Handbook of Applied Investment Research
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a517e7aa66588289745d7e57d3b74ea
https://doi.org/10.1142/9789811222634_0027
https://doi.org/10.1142/9789811222634_0027
Autor:
John B. Guerard, Shi-Jie Deng, Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Ziwei (Elaine) Wang
Publikováno v:
Interfaces. 48:108-120
In this analysis of the risk and return of stocks in global and Chinese markets, we build a reasonably large number of models for stock selection and create optimized portfolios to outperform a global benchmark. We apply robust regression techniques
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed98a99a546a3e6a732f03ca735a5f41
https://doi.org/10.1287/inte.2017.0908
https://doi.org/10.1287/inte.2017.0908
Publikováno v:
International Journal of Forecasting. 31:575-581
Earnings forecasting models produce highly statistically significant asset selection, active equity, and total active returns. We propose a measure of abnormal news volume that controls for the size of the firm and the analyst attention that it recei
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::384bf5152ceaf2e339201521cacf38fb
https://doi.org/10.1016/j.ijforecast.2014.12.007
https://doi.org/10.1016/j.ijforecast.2014.12.007
Autor:
Harry M. Markowitz, Ganlin Xu, John B. Guerard, Robert A. Gillam, Ziwei (Elaine) Wang, Shi-Jie Deng
Publikováno v:
SSRN Electronic Journal.
In this analysis of the risk and return of stocks in global markets, we build several models of stock selection and create optimized portfolios to outperform a global benchmark. We apply several applications of robust regression techniques in produci
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4406ab49003a1296de351330fb04f565
https://doi.org/10.2139/ssrn.2744304
https://doi.org/10.2139/ssrn.2744304
Autor:
Guerard Jr, John B. jguerard@mckinleycapital.com, Gillam, Robert A. rgillam@mckinleycapital.com, Beheshti, Bijan bbeheshti@factset.com
Publikováno v:
Journal of Portfolio Management. 2022 Emerging Markets, Vol. 48 Issue 8, p86-94. 9p.
Autor:
Fabozzi, Frank J.
Publikováno v:
Journal of Portfolio Management. 2022 Emerging Markets, Vol. 48 Issue 8, p1-4. 4p.
Publikováno v:
Alaska Business Monthly. Apr2024, Vol. 40 Issue 4, p112-113. 2p.