A robust cross sectional factor modelling approach to equity forecast construction
Year of publication: |
2005
|
---|---|
Authors: | Satchell, Stephen ; Wright, Stephen M. |
Published in: |
Economic & financial modelling : a journal of the European Economics and Financial Centre. - London, ISSN 1350-7419, ZDB-ID 1288650-6. - Vol. 12.2005, 4, p. 153-197
|
Subject: | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Theorie | Theory |
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