Long horizon predictability : an asset allocation perspective
Abraham Lioui, Patrice Poncet
| Year of publication: |
2019
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|---|---|
| Authors: | Lioui, Abraham ; Poncet, Patrice |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 278.2019, 3 (1.11.), p. 961-975
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| Subject: | Finance | Dynamic portfolio decision | Predictive regression | Long horizon predictability | Inter-temporal hedging | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Hedging | Kapitaleinkommen | Capital income | Prognose | Forecast | Theorie | Theory | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.04.040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102524