MétaCan
Menu
← Back to cohort
Record W4385272923 · doi:10.3390/jrfm16080347

Portfolio Performance of European Target Prices

2023· article· en· W4385272923 on OpenAlexvenueno aff
Joana Almeida, Raquel M. Gaspar

Bibliographic record

VenueJournal of risk and financial management · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
FundersFundação para a Ciência e a TecnologiaMinistério da Ciência, Tecnologia e Ensino Superior
KeywordsPortfolioHomogeneousSample (material)EconometricsInvestment (military)Index (typography)Portfolio optimizationEconomicsInvestment strategyTransaction costFinancial economicsActuarial scienceComputer scienceMarket liquidityMonetary economicsMathematicsFinance

Abstract

fetched live from OpenAlex

This paper examines the performance of actively managed portfolios constructed using target price recommendations provided by analysts. We propose two methods for constructing portfolios based on Bloomberg’s 12-month target price consensus, which serves as a signal to buy or sell assets. Using a sample of 50 European stocks over a 19-year period (from 1 April 2004 to 31 March 2023), we compare the performance of target-price-based portfolios to traditional alternatives, such as a naïve homogeneous portfolio and the Eurostoxx 50 index, as well as to passive portfolios based on average recommendations. We also look into the mean-variance efficiency of these portfolios and find that all exhibit similar levels of efficiency, which are well below the performance of the theoretical tangent portfolios. Our results indicate that target-price-based portfolios show performance very close to that of the naïve homogeneous portfolio. Even the passive “average” target price portfolios, which require previous knowledge of targets for the entire investment period, are unable to outperform the naïve portfolio. Our main findings are based on a 15-year investment horizon but are robust when considering smaller maturities and out-of-sample data. We also investigate the impact of rebalancing on portfolio performance and find that it does pay off in the long run (over an 8-year investment period), but the frequency of rebalancing matters. Rebalancing only once a year is as detrimental to performance as not rebalancing at all. However, it is unclear whether the transaction costs associated with frequent rebalancing would offset any relative outperformance. Overall, our study contributes to the literature on portfolio management and market efficiency by demonstrating the potential benefits and limitations of using target price recommendations to construct portfolios, highlighting the importance of carefully considering rebalancing strategies to achieve optimal performance.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.025
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.007
Threshold uncertainty score0.038

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0070.025
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.014
GPT teacher head0.190
Teacher spread0.176 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2023
Admission routes1
Has abstractyes

Explore more

Same venueJournal of risk and financial management→Same topicFinancial Markets and Investment Strategies→French-language works237,207→