Forecasting stock returns using model-selection criteria
Year of publication: |
2005
|
---|---|
Authors: | Alcock, Jamie ; Gray, Philip K. |
Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - Vol. 81.2005, 253, p. 135-151
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
-
Predictability of the Swiss stock market with respect to style
Scheurle, Patrick, (2010)
-
A multiobjective model for passive portfolio management : an application on the S&P 100 index
GarcĂa, Fernando, (2013)
-
Evaluating the information content of earnings forecasts
Ashton, David, (2018)
- More ...
-
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie, (2005)
-
An empirical investigation of the level effect in Australian interest rates
Gray, Philip K., (2008)
-
Using extreme value theory to measure value-at-risk for daily electricity spot prices
Kam Fong Chan, (2006)
- More ...