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Abstract
There is a rich literature describing the association of earnings forecasting models and stock returns. We use an earnings forecasting model that employs forecasted earnings yield, earnings per share forecast revisions, and breadth of earnings per share forecasts to serve as a stock selection model. The earnings forecasting model is an input to a portfolio optimization analysis in which fundamental and statistical-based risk models are used. Moreover, an alpha alignment factor is employed to aid in portfolio construction.
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Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600