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Dive into the research topics where Bruce G. Resnick is active.

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Featured researches published by Bruce G. Resnick.


The Journal of Portfolio Management | 2012

An Optimization Strategy for Enhancing thePerformance of Fund-of-Funds Portfolios

Glen A. Larsen; Bruce G. Resnick

Previous research provides evidence that much of the crosssectional variation in equity returns can be explained by firm characteristics or sectors. One popular money management technique is to construct a portfolio (fund) using other managed portfolios (funds). The resulting overall portfolio is generally referred to as a fund-of-funds portfolio. This study by Larsen and Resnick demonstrates the potential for performance enhancement in a fund of funds when portfolio optimization techniques are employed on sector funds in order to construct the overall fund. Notably, ex ante optimization over sector funds that are constructed on the basis of market capitalization, price-to-earnings ratios, change in operating earnings, and book-to-market ratios demonstrates the potential for enhancing an overall equity fund performance relative to value-weighted and equal-weighted benchmark portfolios that are constructed from the population of stocks from which the sector portfolios are formed.


The Journal of Portfolio Management | 2014

A Trading Strategy to Profit from Overly Aggressive Downward Earnings Guidance

Randall S. Billingsley; Bruce G. Resnick

The empirical evidence presented in this article suggested that it is potentially possible for an informed trader in after-hours trading to earn abnormal returns from identifying and investing in stocks with a positive earnings surprise. The strategy is based on a simple (naïve) moving average time series forecast of earnings, conditional on the moving average forecast and the last analyst s forecast both being positive, and with the former being larger than the latter. These are likely firms that have been either subject to aggressive downward earning guidance or just firms for which analysts have become less favorably inclined about earnings prospects. These findings should prove useful to informed investors who trade or construct portfolios based on the information in earnings surprises.


Journal of Financial Research | 2004

Market Timing of International Stock Markets using the Yield Spread

Wei Liu; Bruce G. Resnick; Gary L. Shoesmith


Journal of International Money and Finance | 2012

Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds

Bruce G. Resnick


International journal of business | 2009

Eurocurrency Risk Premia

Wendy Liu Galpin; Bruce G. Resnick; Gary L. Shoesmith


Financial Markets and Portfolio Management | 2008

Return enhancement trading strategies for size based portfolios

Glen A. Larsen; Bruce G. Resnick


Archive | 1998

Empirical Insights on Indexing: How Capitalization, Stratification and Weighting Can Affect Tracking Error

Glen A. Larsen; Bruce G. Resnick


Journal of International Financial Markets, Institutions and Money | 2017

A note on modeling world equity markets with nonsynchronous data

Bruce G. Resnick; Gary L. Shoesmith


Journal of Economics and Business | 2012

Reprint of: The Scope and Consequences of Financial Market Regulatory Reform: An Introduction☆

Bruce G. Resnick


Journal of Economics and Business | 2011

The scope and consequences of financial market regulatory reform: An introduction

Bruce G. Resnick

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Glen A. Larsen

Indiana University Bloomington

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