A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers
Year of publication: |
April-June 2015
|
---|---|
Authors: | Beheshti, Bijan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 2, p. 582-584
|
Subject: | Background | Methodology | Results | Gewinn | Profit | Prognoseverfahren | Forecasting model | Methodologie | Theorie | Theory |
-
Bachleitner, Reinhard, (2016)
-
Efficient use of information by financial analysts in the formation of short term earnings forecasts
Fildes, Robert, (1990)
-
Management earnings forecasts and adverse selection cost : good vs bad news forecast
Baek, Hyungkee Young, (2008)
- More ...
-
Beheshti, Bijan, (2014)
-
Financial anomalies in portfolio construction and management
Markowitz, Harry, (2021)
-
Stock selection modeling and portfolio selection in emerging markets
Guerard, John Baynard, (2022)
- More ...