Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration

Stone, B. K., & Guerard, J. B. (2010). Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration. In Handbook of Portfolio Construction (pp. 259–336). Springer US. https://doi.org/10.1007/978-0-387-77439-8_10