Upper bounds on return predictability
Dashan Huang and Guofu Zhou
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Huang, Dashan ; Zhou, Guofu |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 2, p. 401-425
|
| Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Schätzung | Estimation | USA | United States | 1959-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0011209017000096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742049