Beating the market with a bad predictive model
Ondřej Hubáček, Gustav Šír
| Year of publication: |
2023
|
|---|---|
| Authors: | Hubáček, Ondřej ; Šír, Gustav |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 691-719
|
| Subject: | Correlation | Kelly criterion | Market forecasting | Portfolio optimization | Prediction Markets | Predictive Modeling | Sports betting | Trading | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Prognose | Forecast | Glücksspiel | Gambling | Korrelation | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465105