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 …

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 …

In this analysis of the risk and return of stocks in global markets, we apply several
applications of robust regression techniques in producing stock selection models and …

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 …

We present additional evidence on the risk and return of stocks in the USA and globally in
the 1997–2009 period. We use a stock selection model incorporating fundamental data …

Choose statistically significant stock selection models using SAS® Portfolio and Investment
Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to …

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 …

Several versions of the Markowitz portfolio model are evaluated with respect to patterns in
the equity markets. Much research has shown that strategies based on momentum have …

The authors examine whether technical analysis has predictive power in the case of the
OMX Iceland All-Share Index. If trading rules have predictive power, could a trader design a …

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 …