Forecasting the European Monetary Union equity risk premium with regression trees
Year of publication: |
2022
|
---|---|
Authors: | Cortés, David ; Soriano, Pilar |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 6, p. 1-23
|
Subject: | classification and regression trees (CART) models | ensemble techniques | equity risk premium | forecasting | asset allocation | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Eurozone | Euro area | EU-Staaten | EU countries | Kapitaleinkommen | Capital income |
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