Stock return predictability from a mixed model perspective
Year of publication: |
2020
|
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Authors: | Dai, Zhifeng ; Zhu, Huan |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 60.2020, p. 1-18
|
Subject: | Asset allocation | Mixed models | Out-of-sample forecast | Stock return predictability | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
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