John Guerard

McKinley Capital Management, LLC

3301 C St # 500

Anchorage, AK 99503

United States

SCHOLARLY PAPERS

14

DOWNLOADS

915

SSRN CITATIONS
Rank 27,925

SSRN RANKINGS

Top 27,925

in Total Papers Citations

32

CROSSREF CITATIONS

1

Scholarly Papers (14)

1.

Efficient SRI/ESG Portfolios

Number of pages: 43 Posted: 30 Jul 2019
University of Pennsylvania - The Wharton School, Finance Department, McKinley Capital Management, LLC and Two Centuries Investments
Downloads 283 (134,905)

Abstract:

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Socially Responsible Investing, ESG, Portfoio Selection

2.

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 202 (187,343)
Citation 2

Abstract:

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mean-variance portfolio theory, stock selection, robust regression

3.

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 107 (311,801)
Citation 4

Abstract:

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4.

ESG and Expected Returns on Equities: The Case of Environmental Ratings

Wharton Pension Research Council Working Paper No. 2021-15
Number of pages: 47 Posted: 13 Aug 2021
Christopher Geczy and John Guerard
University of Pennsylvania - The Wharton School, Finance Department and McKinley Capital Management, LLC
Downloads 74 (394,528)

Abstract:

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ESG, sustainability, expected returns, factor models, earnings forecasts, fiduciary responsibility

5.

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 60 (437,066)

Abstract:

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Mean-Variance Optimized Portfolios; Japanese Portfolios

6.

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 Athens, Department of Business Administration and McKinley Capital Management, LLC
Downloads 56 (451,717)

Abstract:

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Forecasting, ARIMA

7.

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 52 (466,726)
Citation 2

Abstract:

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Equity market, optimized portfolios

8.

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 33 (554,413)

Abstract:

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9.

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 31 (565,295)

Abstract:

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

10.

Automatic Time Series Modelling and Forecasting: A Replication Case Study of Forecasting Real GDP, the Unemployment Rate, and the Impact of Leading Economic Indicators

Number of pages: 30 Posted: 07 May 2020
McKinley Capital Management, LLC, University of Athens, Department of Business Administration and University of Peloponesse
Downloads 10 (711,261)

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adaptive learning forecasting automatic time series modelling, forecasting, leading indicators

11.

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 (734,949)
Citation 26

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Combining Forecasts; Multicollinearity

12.

The Existence and Persistence of Financial Anomalies: What Have You Done for Me Lately?

Financial Planning Review, Vol. 1, Issue 3-4, September-December 2018
Posted: 12 Nov 2019
John Guerard and Harry Markowitz
McKinley Capital Management, LLC and McKinley Capital Management, LLC

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13.

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

14.

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

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Earnings Expectation, Momentum, Portfolio Construction