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The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting
16 references·3 citing·33 second hop
The development of efficient portfolios in Japan with particular emphasis on sales and earnings forecasting (1993)The development of efficient portfolios i…The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)The Effect of Errors in Means…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Growth Versus Security in Dynamic Investment Analysis (1992)Growth Versus Security in Dyn…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Fundamentals and Stock Returns in Japan (1991)Fundamentals and Stock Return…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Stock Market Anomalies. (1989)Stock Market Anomalies.Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Disentangling Equity Return Regularities: New Insights and Investment Opportunities (1988)Disentangling Equity Return R…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE (1976)INVESTMENT FOR THE LONG RUN: …Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments. (1960)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Criteria for Choice Among Risky Ventures (1959)Criteria for Choice Among Ris…Financial Anomalies in Portfolio Construction and Management (2021)Financial Anomalies in Portfo…Chapter 2 Global Earnings Forecasting Efficiency (2012)Chapter 2 Global Earnings For…Quantitative Stock Selection in Japan and the United States (2006)Quantitative Stock Selection …Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Momentum Strategies (1996)Accounting valuation, market expectation, and cross-sectional stock returns (1998)Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Combination of Forecasts (1969)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Multifactor Explanations of Asset Pricing Anomalies (1996)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Robust Portfolio Selection Problems (2003)Optimal Portfolio Choice with Parameter Uncertainty (2007)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1991Fundamentals and Stock Returns in Japan1,380 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 1960Portfolio Selection: Efficient Diversification of Investments.582 cited
  • 1959Criteria for Choice Among Risky Ventures401 cited
  • 1976INVESTMENT FOR THE LONG RUN: NEW EVIDENCE FOR AN OLD RULE212 cited
  • 1988Disentangling Equity Return Regularities: New Insights and Investment Opportunities186 cited
  • 1992Growth Versus Security in Dynamic Investment Analysis175 cited

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  • 1989Stock Market Anomalies.139 cited
  • Cited by

    • 2021Financial Anomalies in Portfolio Construction and Management24 cited
    • 2006Quantitative Stock Selection in Japan and the United States18 cited
    • 2012Chapter 2 Global Earnings Forecasting Efficiency18 cited