Predictability of Stock Returns and Asset Allocation Under Structural Breaks
Year of publication: |
2012
|
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Authors: | Pettenuzzo, Davide |
Other Persons: | Timmermann, Allan (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 164, No. 1, September 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 9, 2010 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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