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The theory of risk, return, and performance measurement

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Harry Markowitz : an appreciation

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International financial forecasting : global economic linkages and corporate earnings

Guerard, John Baynard; Lahiri, Kajal - In: International journal of forecasting 31 (2015) 2, pp. 392-398

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Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis

Ye, Haichun; Ashley, Richard A.; Guerard, John Baynard - In: International journal of forecasting 31 (2015) 2, pp. 488-500

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Earnings forecasting in a global stock selection model and efficient portfolio construction and management

Guerard, John Baynard; Markowitz, Harry; Xu, Ganlin - In: International journal of forecasting 31 (2015) 2, pp. 550-560

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News volume information : beyond earnings forecasting in a global stock selection model

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Financial anomalies in portfolio construction and management

Markowitz, Harry; Guerard, John Baynard; Xu, Ganlin; … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 51-64

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The Leading Economic Indicators and Business Cycles in the United States : 100 Years of Empirical Evidence and the Opportunities for the Future

Guerard, John Baynard - 2022

Chapter 1. Economic Growth and Business Cycles in the United States -- Chapter 2. Mr. Wesley Clair Mitchell: The Advent of U.S. and NBER Business Cycle Research -- Chapter 3. Measuring Business Activity, An Introductions to the Contributions of Mr. Persons, Mr. Schumpeter, Mr. Haberler, and Mr....

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Warning : SRI need not kill your sharpe and information ratios : forecasting of earnings and efficient SRI and ESG portfolios

Géczy, Christopher; Guerard, John Baynard; Samonov, Mikhail - In: The journal of investing : JOI 29 (2020) 2, pp. 110-127

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Adaptive learning forecasting, with applications in forecasting agricultural prices

Kyriazi, Foteini; Thomakos, Dimitrios D.; Guerard, John … - In: International journal of forecasting 35 (2019) 4, pp. 1356-1369

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