A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets
The allocation of scarce economic resources so as to maximize societal good is at the very core of human economic development. The key contribution of Markowitz [1] was to view this age-old activity in a scientifically rigorous manner, and bring three key elements to the forefront, namely, risk, ret...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2018-04-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | http://journal.frontiersin.org/article/10.3389/fams.2018.00004/full |
| _version_ | 1818930257685643264 |
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| author | John Guerard Anureet Saxena |
| author_facet | John Guerard Anureet Saxena |
| author_sort | John Guerard |
| collection | DOAJ |
| description | The allocation of scarce economic resources so as to maximize societal good is at the very core of human economic development. The key contribution of Markowitz [1] was to view this age-old activity in a scientifically rigorous manner, and bring three key elements to the forefront, namely, risk, return and correlations. Since the publication of Markowitz' seminal paper, investment professionals have expensed significant resources in identifying, understanding, and monetizing new sources of uncorrelated returns. This paper moves forward that narrative by focusing on Emerging Markets (EM) and demonstrating the effectiveness of earnings acceleration factors in building significantly better mean-variance optimized portfolios. |
| first_indexed | 2024-12-20T03:57:50Z |
| format | Article |
| id | doaj.art-57340b200cf54259b381331d89ac9256 |
| institution | Directory Open Access Journal |
| issn | 2297-4687 |
| language | English |
| last_indexed | 2024-12-20T03:57:50Z |
| publishDate | 2018-04-01 |
| publisher | Frontiers Media S.A. |
| record_format | Article |
| series | Frontiers in Applied Mathematics and Statistics |
| spelling | doaj.art-57340b200cf54259b381331d89ac92562022-12-21T19:54:16ZengFrontiers Media S.A.Frontiers in Applied Mathematics and Statistics2297-46872018-04-01410.3389/fams.2018.00004347360A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock MarketsJohn GuerardAnureet SaxenaThe allocation of scarce economic resources so as to maximize societal good is at the very core of human economic development. The key contribution of Markowitz [1] was to view this age-old activity in a scientifically rigorous manner, and bring three key elements to the forefront, namely, risk, return and correlations. Since the publication of Markowitz' seminal paper, investment professionals have expensed significant resources in identifying, understanding, and monetizing new sources of uncorrelated returns. This paper moves forward that narrative by focusing on Emerging Markets (EM) and demonstrating the effectiveness of earnings acceleration factors in building significantly better mean-variance optimized portfolios.http://journal.frontiersin.org/article/10.3389/fams.2018.00004/fullportfolio managementemerging marketsearnings accelerationmean-variance optimizationstock selection |
| spellingShingle | John Guerard Anureet Saxena A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets Frontiers in Applied Mathematics and Statistics portfolio management emerging markets earnings acceleration mean-variance optimization stock selection |
| title | A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets |
| title_full | A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets |
| title_fullStr | A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets |
| title_full_unstemmed | A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets |
| title_short | A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets |
| title_sort | case study of forecasted earnings acceleration and stock selection in global and emerging stock markets |
| topic | portfolio management emerging markets earnings acceleration mean-variance optimization stock selection |
| url | http://journal.frontiersin.org/article/10.3389/fams.2018.00004/full |
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