John B. Guerard Jr.

14 papers Journal 14

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Earnings forecasting and mean-variance efficient portfolios in the United States. Ann. Oper. Res. John B. Guerard Jr., Dimitrios D. Thomakos, Foteini Kyriazi, Ganlin Xu, Bijan Beheshti
2025	J	`jnl`	Improving estimation of portfolio risk using new statistical factors. Ann. Oper. Res. Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay
2025	J	`jnl`	Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire. Ann. Oper. Res. John B. Guerard Jr.
2025	J	`jnl`	Mean-variance and mean-ETL optimizations in portfolio selection: an update. Ann. Oper. Res. Barret Pengyuan Shao, John B. Guerard Jr., Ganlin Xu
2021	J	`jnl`	A further analysis of robust regression modeling and data mining corrections testing in global stocks. Ann. Oper. Res. John B. Guerard Jr., Ganlin Xu, Harry M. Markowitz
2020	J	`jnl`	The Construction of Efficient Portfolios: A Verification of Risk Models for Investment Making. Frontiers Appl. Math. Stat. Mustafa N. Gültekin, Thomas D. Shohfi, John B. Guerard Jr.
2018	J	`jnl`	A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets. Frontiers Appl. Math. Stat. John B. Guerard Jr., Anureet Saxena
2018	J	`jnl`	Data Mining Corrections Testing in Chinese Stocks. Interfaces John B. Guerard Jr., Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Shijie Deng, Ziwei (Elaine) Wang
2018	J	`jnl`	Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth. Ann. Oper. Res. John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu, Ziwei Wang
2015	J	`jnl`	Investing in Global Markets: Big Data and Applications of Robust Regression. Frontiers Appl. Math. Stat. John B. Guerard Jr.
2014	J	`jnl`	The role of effective corporate decisions in the creation of efficient portfolios. IBM J. Res. Dev. John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu
2013	J	`jnl`	Efficient global portfolios: Big data and investment universes. IBM J. Res. Dev. John B. Guerard Jr., Svetlozar T. Rachev, Barret Pengyuan Shao
1993	J	`jnl`	The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting. Ann. Oper. Res. John B. Guerard Jr., Makoto Takano, Yuji Yamane
1988	J	`jnl`	Combining earnings forecasts using multiple objective linear programming. Comput. Oper. Res. Gary R. Reeves, Kenneth D. Lawrence, Sheila M. Lawrence, John B. Guerard Jr.