Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies

DOI10.1142/9789811202391_0030zbMath1451.91175OpenAlexW3080535938MaRDI QIDQ5139431

John B. jun. Guerard, Andrew Mark

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0030

zbMATH Keywords

portfolio optimizationportfolio managementportfolio theoryportfolio constructionearnings forecastsearnings revisions

Mathematics Subject Classification ID

Portfolio theory (91G10)

This page was built for publication: Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies