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Publications by Cord Stern

Forecast Ranked Tailored Equity Portfolios

Journal of International Financial Markets, Institutions and Money

English

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Performance Attribution for Equity Portfolios

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Small Caps in International Equity Portfolios: The Effects of Variance Risk

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The Continuous Ranked Probability Score for Circular Variables and Its Application to Mesoscale Forecast Ensemble Verification

Quarterly Journal of the Royal Meteorological Society

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Equity Premium Prediction With Structural Breaks: A Two-Stage Forecast Combination Approach

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The Risk-Return Profiles of Global Portfolios: Some Evidence From Asia-Pacific and European Equity Markets

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Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios

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Mimicking Portfolios

SSRN Electronic Journal

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