Applied mean-ETL optimization in using earnings forecasts
Year of publication: |
April-June 2015
|
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Authors: | Shao, Barret Pengyuan ; Rachev, Svetlozar T. ; Mu, Yu |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 2, p. 561-567
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Subject: | Consensus temporary earnings forecasting | Multivariate normal tempered stable distribution | Mean-expected tail loss optimization | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Prognose | Forecast | Gewinn | Profit | Kapitaleinkommen | Capital income | Multivariate Analyse | Multivariate analysis | Gewinnprognose | Earnings announcement | Schätzung | Estimation |
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