John B. Guerard Jr.

According to our database, John B. Guerard Jr. authored at least 14 papers between 1988 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Mean-variance and mean-ETL optimizations in portfolio selection: an update.

Barret Pengyuan Shao, John B. Guerard Jr., Ganlin Xu

Ann. Oper. Res., March, 2025

Improving estimation of portfolio risk using new statistical factors.

Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay

Ann. Oper. Res., March, 2025

Earnings forecasting and mean-variance efficient portfolios in the United States.

John B. Guerard Jr., Dimitrios D. Thomakos, Foteini Kyriazi, Ganlin Xu, Bijan Beheshti

Ann. Oper. Res., March, 2025

Investments: the (almost) century of Markowitz Harry Markowitz: portfolio selection scholar, simulation creator, and applied investment researcher and consultant extraordinaire.

John B. Guerard Jr.

Ann. Oper. Res., March, 2025

2021

A further analysis of robust regression modeling and data mining corrections testing in global stocks.

John B. Guerard Jr., Ganlin Xu, Harry M. Markowitz

Ann. Oper. Res., 2021

2020

The Construction of Efficient Portfolios: A Verification of Risk Models for Investment Making.

Mustafa N. Gültekin, Thomas D. Shohfi, John B. Guerard Jr.

Frontiers Appl. Math. Stat., 2020

2018

Data Mining Corrections Testing in Chinese Stocks.

John B. Guerard Jr., Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Shijie Deng, Ziwei (Elaine) Wang

Interfaces, 2018

A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets.

John B. Guerard Jr., Anureet Saxena

Frontiers Appl. Math. Stat., 2018

Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth.

John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu, Ziwei Wang

Ann. Oper. Res., 2018

2015

Investing in Global Markets: Big Data and Applications of Robust Regression.

John B. Guerard Jr.

Frontiers Appl. Math. Stat., 2015

2014

The role of effective corporate decisions in the creation of efficient portfolios.

John B. Guerard Jr., Harry M. Markowitz, Ganlin Xu

IBM J. Res. Dev., 2014

2013

Efficient global portfolios: Big data and investment universes.

John B. Guerard Jr., Svetlozar T. Rachev, Barret Pengyuan Shao

IBM J. Res. Dev., 2013

1993

The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting.

John B. Guerard Jr., Makoto Takano, Yuji Yamane

Ann. Oper. Res., 1993

1988

Combining earnings forecasts using multiple objective linear programming.

Gary R. Reeves, Kenneth D. Lawrence, Sheila M. Lawrence, John B. Guerard Jr.

Comput. Oper. Res., 1988