A further analysis of robust regression modeling and data mining corrections testing in global stocks

Author:

Guerard John B.ORCID,Xu Ganlin,Markowitz Harry

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference62 articles.

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2. Benjamini, Y., & Yekutieli, D. (2001). The control of the false discovery rate in multiple testing under dependency. Annals of Statistics, 2, 1165–1188.

3. Blin, J. M., Bender, S., & Guerard, J. B., Jr. (1997). Earnings forecasts, revisions and momentum in the estimation of efficient market-neutral Japanese and U.S. portfolios. Research in Finance, 15, 93–114.

4. Bloch, M., Guerard, J. B., Jr., Markowitz, H. M., Todd, P., & Xu, G. (1993). A comparison of some aspects of the U.S. and Japanese equity markets. Japan & the World Economy, 5, 3–26.

5. Conner, G., & Korajczyk, R. A. (2010). Factor models in portfolio and asset pricing theory. In J. Guerard (Ed.), The handbook of portfolio construction: Contemporary applications of Markowitz techniques. New York: Springer.

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