… The results of this study are more consistent with Wheeler (1990) and Guerard and Stone
(1992) in … and Guerard, JB, Jr, `Why your next Japanese portfolio should be market-neutralÐ …

Stock selection models often use analysts’ expectations, momentum, and fundamental data.
We find support for composite modeling using these sources of data for global stocks during …

… In particular, I thank John Guerard for organizing this recognition of my work. I have thought
about whether I should individually thank particular authors. I hesitate to do so because a …

… Guerard has successfully used the first edition of his text in … Guerard has now revised the
text with two new authors, Anureet … Guerard and Saxena have employed these advanced …

… The method presented in the current study originated in the work of Guerard and Thomakos
(forthcoming). Finally, the methodology section discusses the relationship between the …

In this analysis of the risk and return of stocks in the United States and global markets, we
apply several portfolio construction and optimization techniques to US and global stock …

Forecasting—the art and science of predicting future outcomes—has become a crucial skill
in business and economic analysis. This volume introduces the reader to the tools, methods, …

We examine the forecasting performance of a number of parametric and nonparametric
models based on a training–validation sample approach and the use of rolling short-term …

Currently over 14.6 million ha of land at an annual cost of US$1.76 billion are enrolled in the
Conservation Reserve Program (CRP). The habitat benefits of CRP frequently are lauded, …

In this study, we produce mean-variance efficient portfolios for various universes in the US
equity market, and show that the use of a composite of analyst earnings forecast, revisions, …