Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios
Year of publication: |
2018
|
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Authors: | Detzel, Andrew ; Strauss, Jack |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 5, p. 1949-1973
|
Subject: | Industry return predictability | Portfolio allocation | Book-to-market ratio | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Finanzanalyse | Financial analysis |
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