Concepedia

Portfolio Return Forecasting

Portfolio Return Forecasting is a predictive modeling framework within asset return modeling that specifically generates forward-looking estimates of the aggregate return of a collection of financial assets, distinguished by its focus on the combined performance of multiple assets rather than individual security returns.

188

Publications

14.8K

Citations

413

Authors

274

Institutions

Publications per year

2017–2026

66

Parents

Publications

188

Evidence of Predictable Behavior of Security Returns

Narasimhan Jegadeesh · The Journal of Finance · 1990 · 2.8K citations

, , +17

The Performance of Mutual Funds in the Period 1945-1964

Michael C. Jensen · The Journal of Finance · 1968 · 1.8K citations

, , +17

Market Expectations in the Cross‐Section of Present Values

Bryan Kelly, Seth Pruitt · The Journal of Finance · 2013 · 597 citations

, , +17

Time-Variation in Expected Returns

Jennifer Conrad, Gautam Kaul · The Journal of Business · 1988 · 467 citations

, , +17

Diagnostic Expectations and Stock Returns

Pedro Bordalo, Nicola Gennaioli, Andrei Shleifer · The Journal of Finance · 2019 · 400 citations

, , +17

1–5 of 188

Authors

413

  1. GZ
    Guofu Zhou

    Washington University in St. Louis, United States

    4 publications · 157 citations

    4

    h-index

  2. SO
    Sergio Ortobelli Lozza

    University of Bergamo, Italy

    3 publications · 37 citations

    3

    h-index

  3. MC
    Michael C. Jensen

    Harvard University, United States

    3 publications · 2.2K citations

    3

    h-index

  4. JS
    Jaydip Sen

    Tata Consultancy Services (India), India

    3 publications · 49 citations

    3

    h-index

  5. JS
    Jack Strauss

    Saint Louis University, United States

    3 publications · 143 citations

    3

    h-index

1–5 of 413

Institutions

274

  1. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    6 publications

    779 citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    6 publications

    221 citations

  3. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    4 h-index

    4 publications

    360 citations

  4. Yale University

    New Haven, United States

    4 h-index

    4 publications

    404 citations

  5. Capital University

    Bexley, United States

    4 h-index

    5 publications

    331 citations

  6. University of Southampton

    Southampton, United Kingdom

    3 h-index

    3 publications

    118 citations

  7. Quantitative BioSciences

    Solana Beach, United States

    3 h-index

    8 publications

    547 citations

  8. Cornell University

    Ithaca, United States

    3 h-index

    4 publications

    457 citations

1–8 of 274

Venues

  1. SSRN Electronic Journal

    Repository · 32 publications · 1.8K citations

    23

    h-index

  2. Financial Analysts Journal

    FAJ · 8 publications · 531 citations

    8

    h-index

  3. Expert Systems with Applications

    7 publications · 458 citations

    7

    h-index

  4. The Journal of Finance

    7 publications · 6.2K citations

    7

    h-index

  5. Journal of Forecasting

    6 publications · 235 citations

    6

    h-index

1–5