On the Economic Value of Return Predictability
Year of publication: |
2010
|
---|---|
Authors: | Han, Yufeng |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 11.2010, 1, 1, p. 1-33
|
Publisher: |
China Economics and Management Academy |
Subject: | Return predictability | Economic value | Model specification | Portfolio constraint |
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