Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Year of publication: |
2018
|
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Authors: | Dal Pra, Giulia ; Guidolin, Massimo ; Pedio, Manuela ; Vasile, Fabiola |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2017, 3, p. 10-24
|
Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Deutschland | Germany | Theorie | Theory |
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