John Guerard

McKinley Capital Management, LLC

3301 C St # 500

Anchorage, AK 99503

United States

SCHOLARLY PAPERS

10

DOWNLOADS

425

CITATIONS
Rank 37,774

SSRN RANKINGS

Top 37,774

in Total Papers Citations

9

Scholarly Papers (10)

1.

Investing in Global Equity Markets with Particular Emphasis on Chinese Stocks

Number of pages: 44 Posted: 10 Mar 2016
McKinley Capital Management, LLC, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE), McKinley Capital Management, LLC, University of California at San Diego, Guidedchoice.com and McKinley Capital Management, LLC
Downloads 175 (169,280)

Abstract:

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mean-variance portfolio theory, stock selection, robust regression

2.

A Further Analysis of Robust Regression Modeling in Global Stocks

Number of pages: 50 Posted: 20 Jun 2018
John Guerard, Ganlin Xu and Harry Markowitz
McKinley Capital Management, LLC, Guidedchoice.com and University of California at San Diego
Downloads 68 (330,334)
Citation 1

Abstract:

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3.

The Development of Mean-Variance-Efficient Portfolios in Japan and the U.S.

Number of pages: 39 Posted: 07 Dec 2016
John Guerard
McKinley Capital Management, LLC
Downloads 47 (393,633)
Citation 1

Abstract:

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Mean-Variance Optimized Portfolios; Japanese Portfolios

4.

A Comparison of Some Aspects of the U.S. and Japanese Equity Markets

Japan and the World Economy, Vol. 5, 1993
Number of pages: 24 Posted: 12 Mar 2016
Independent, McKinley Capital Management, LLC, University of California at San Diego, Independent and Guidedchoice.com
Downloads 41 (415,225)

Abstract:

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Equity market, optimized portfolios

5.

Naïve, Arima, Nonparametric, Transfer Function, and VAR Models: A Comparison of Forecasting Performance

International Journal of Forecasting, Vol. 20, No. 1, 2004
Number of pages: 29 Posted: 12 Mar 2016
Dimitrios D. Thomakos and John Guerard
University of Peloponnese - School of Management, Economics and Informatics and McKinley Capital Management, LLC
Downloads 32 (452,070)
Citation 1

Abstract:

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Forecasting, ARIMA

6.

Post-Sample Granger Causality Analysis: A New (Relatively) Large-Scale Exemplar

Number of pages: 38 Posted: 07 Jan 2014
Haichun Ye, Richard A. Ashley and John Guerard
Shanghai University of Finance and Economics - School of Economics, Virginia Tech. - Department of Economics and McKinley Capital Management, LLC
Downloads 30 (461,424)

Abstract:

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Granger causality, out-of-sample testing, post-sample testing

7.

Global Portfolio Construction with Emphasis on Conflicting Corporate Strategies to Maximize Stockholder Wealth

Number of pages: 32 Posted: 09 Dec 2016
John Guerard, Harry Markowitz, Ganlin Xu and Ziwei Wang
McKinley Capital Management, LLC, McKinley Capital Management, LLC, McKinley Capital Management, LLC and McKinley Capital Management, LLC
Downloads 25 (486,957)

Abstract:

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8.

Collinearity and the Use of Latent Root Regression for Combining GNP Forecasts

Journal of Forecasting, Volume 8, 1989, 231-238.
Number of pages: 8 Posted: 12 Mar 2016
John Guerard and Robert T. Clemen
McKinley Capital Management, LLC and Duke University
Downloads 7 (593,053)
Citation 6

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Combining Forecasts; Multicollinearity

9.

Employment, Unemployment and the Minimum Wage: A Causality Model

Applied Economics, Vol. 20, 1988
Posted: 12 Mar 2016
John Guerard and William T. Alpert
McKinley Capital Management, LLC and University of Connecticut

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Miminum Wage; Granger Causality

10.

Earnings Forecasting in a Global Stock Selection Model and Efficient Portfolio Construction and Management

Posted: 22 Jan 2015
John Guerard, Harry Markowitz and Ganlin Xu
McKinley Capital Management, LLC, University of California at San Diego and Guidedchoice.com

Abstract:

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Earnings Expectation, Momentum, Portfolio Construction