Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth

This study addresses stock selection modeling and portfolio construction and implementation in global and U.S. markets in the context of multi-objectives optimization framework. We will show how forecasted earnings acceleration factors can enhance returns in global and U.S. stock markets. We construct Markowitz portfolios for Global and U.S. domestic Markets that offer superior returns-to-risk ratios, relative to domestic portfolios. We show how...