Forecasting the long-term equity premium for asset allocation
Year of publication: |
2022
|
---|---|
Authors: | Sakkas, Athanasios ; Tessaromatis, Nikolaos P. |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 78.2022, 3, p. 9-29
|
Subject: | asset allocation | forecasting | global factor model | long-horizon predictability | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Kapitalanlage | Financial investment | Risikoprämie | Risk premium |
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