A History of Commercially Available Risk Models
J Blin, J Guerard, A Mark - Encyclopedia of Finance, 2022 - Springer
Multi-factor risk models have been used in portfolio selection since Cohen and Pogue (J Bus
40: 166–193, 1967), Rosenberg and McKibben (J Financ Quant Anal 8: 317–333, 1973) …
40: 166–193, 1967), Rosenberg and McKibben (J Financ Quant Anal 8: 317–333, 1973) …
[BOOK][B] Portfolio and investment analysis with SAS: Financial modeling techniques for optimization
JB Guerard, Z Wang, G Xu - 2019 - books.google.com
Choose statistically significant stock selection models using SAS® Portfolio and Investment
Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to …
Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to …
Risk and Return of Equity, the Capital Asset Pricing Model, and Stock Selection for Efficient Portfolio Construction
JB Guerard Jr, A Saxena, MN Gültekin - Quantitative Corporate Finance, 2022 - Springer
Individual investors must be compensated for bearing risk. It seems intuitive to the reader
that there should be a direct linkage between the risk of a security and its rate of return. We …
that there should be a direct linkage between the risk of a security and its rate of return. We …
Active Management in Portfolio Selection and Management Within Business Cycles and Present-Day COVID
JB Guerard - The Leading Economic Indicators and Business Cycles …, 2022 - Springer
Active Management in Portfolio Selection and Management Within Business Cycles and
Present-Day COVID | SpringerLink Skip to main content Advertisement SpringerLink Account …
Present-Day COVID | SpringerLink Skip to main content Advertisement SpringerLink Account …
An Examination of Institutional Investor Participation and Broad Set of Financial Market Phenomena or Corporate Events
DI Ekezie - 2022 - search.proquest.com
A myriad of factors compels institutional investor participation in the stock markets. Several
studies by researchers indicate that institutional trading activities improve stock market …
studies by researchers indicate that institutional trading activities improve stock market …
Multifactor Risk Models and Portfolio Construction and Management
JB Guerard Jr, A Saxena, MN Gültekin - Quantitative Corporate Finance, 2022 - Springer
The previous chapter introduced the reader to Markowitz mean-variance analysis and the
Capital Asset Pricing Model. The cost of capital calculated in Chap. 10 assumes that the cost …
Capital Asset Pricing Model. The cost of capital calculated in Chap. 10 assumes that the cost …
[PDF][PDF] A Modest Defense of Active Management
J Guerard - 2019 - jacobslevycenter.wharton.upenn …
The purpose of this study is to document the existence of statistically significant Active
Returns and positive Specific Returns (positive stock selection) in portfolios created by …
Returns and positive Specific Returns (positive stock selection) in portfolios created by …
A Case Study of Portfolio Construction Using the USER Data and the Barra Aegis System
JB Guerard Jr - Introduction to Financial Forecasting in Investment …, 2012 - Springer
In this chapter, we estimate a set of monthly regression models to create monthly expected
returns and demonstrate the effectiveness of the Barra Aegis system. The Aegis system …
returns and demonstrate the effectiveness of the Barra Aegis system. The Aegis system …
[CITATION][C] Mari Chart 1: USER Efficient Frontier, 1980—2009
RA Parameter