John B. Guerard Jr.

Orcid: 0000-0003-4560-525X

According to our database1, John B. Guerard Jr. authored at least 14 papers between 1988 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2025
Mean-variance and mean-ETL optimizations in portfolio selection: an update.
Ann. Oper. Res., March, 2025

Improving estimation of portfolio risk using new statistical factors.
Ann. Oper. Res., March, 2025

Earnings forecasting and mean-variance efficient portfolios in the United States.
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.
Ann. Oper. Res., March, 2025

2021
A further analysis of robust regression modeling and data mining corrections testing in global stocks.
Ann. Oper. Res., 2021

2020
The Construction of Efficient Portfolios: A Verification of Risk Models for Investment Making.
Frontiers Appl. Math. Stat., 2020

2018
Data Mining Corrections Testing in Chinese Stocks.
Interfaces, 2018

A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets.
Frontiers Appl. Math. Stat., 2018

Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth.
Ann. Oper. Res., 2018

2015
Investing in Global Markets: Big Data and Applications of Robust Regression.
Frontiers Appl. Math. Stat., 2015

2014
The role of effective corporate decisions in the creation of efficient portfolios.
IBM J. Res. Dev., 2014

2013
Efficient global portfolios: Big data and investment universes.
IBM J. Res. Dev., 2013

1993
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting.
Ann. Oper. Res., 1993

1988
Combining earnings forecasts using multiple objective linear programming.
Comput. Oper. Res., 1988


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