Forecasting equity risk premium : a new method based on wavelet de-noising
Year of publication: |
2023
|
---|---|
Authors: | Dai, Zhifeng ; Kang, Jie ; Yin, Hua |
Subject: | asset allocation | equity risk premium | out-of-sample forecast | wavelet de-noising | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | CAPM | Theorie | Theory | Aktienmarkt | Stock market |
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