Statistical and economic significance of stock return predictability : a mean-variance analysis
Year of publication: |
2003
|
---|---|
Authors: | Wei, Steven X. ; Zhang, Chu |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 13.2003, 4/5, p. 443-463
|
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Theorie | Theory |
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