Cord Stern

IBM

United States

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Scholarly Papers (1)

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Forecast Ranked Tailored Equity Portfolios

Number of pages: 38 Posted: 02 Jan 2019 Last Revised: 31 Jul 2019
Daniel Buncic and Cord Stern
Stockholm Business School and IBM
Downloads 357 (154,859)

Abstract:

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active factor models, model averaging and selection, computational finance, quantitative equity investing, stock selection strategies, return-based factor models