Sensible return forecasting for portfolio management

Financial Analysts Journal

Volumn 53, Issue 5, 1997, Pages 44-51

  Connor, Gregory ^a,b  

^a BARRA International   (Germany)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2742534423     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v53.n5.2116     Document Type: Article

References (6)

1. Black, F., and R. Litterman. 1990. "Asset Allocation: Combining Investor Views with Market Equilibrium." Goldman Sachs Fixed Income Research Discussion Paper (September).
2. Chow, G.C. 1983. Econometrics. New York:McGraw-Hill.
3. Goetzmann, W.N., and P. Jorion. 1993. "Testing the Predictive Power of Dividend Yields." Journal of Finance, vol. 48, no. 2 (June):663-80.
4. Fama, E.F., and K.R. French. 1989. "Business Conditions and Expected Returns on Stocks and Bonds." Journal of Financial Economics, vol. 25, no. 1 (November):23-49.
5. Kahn, R.F., J. Roulet, and S. Tajbakhsh. 1996. "Three Steps to Global Asset Allocation." Journal of Portfolio Management, vol. 23, no. 1 (Fall):23-32.
6. Michaud, R.O.1989. "The Markowitz Optimization Enigma: Is 'Optimized' Optimal?" Financial Analysis Journal, vol. 45, no. 1 (January/February):31-42.