John B. Guerard, Jr., Harry Markowitz, and Ganlin Xu
Global Stock Selection Modeling
Stock selection models often use analysts’ expectations, momentum, and fundamental data. The authors found support for composite modeling using these sources of data for global stocks from 1997 through 2011.
R-Squared and the Benefits of Multiple-Fund Portfolio
Recent research shows superior performance by those equity funds that differ the most from their benchmarks. Existing studies, however, have not examined important questions about risk.
