Hedge fund return predictability : to combine forecasts or combine information?
Year of publication: |
July 2015
|
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Authors: | Panopulu, Aikaterinē ; Vrontos, Spyridon |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 56.2015, p. 103-122
|
Subject: | Forecast combination | Combining information | Prediction | Hedge funds | Portfolio construction | Hedgefonds | Hedge fund | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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