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Optimal forecast combination under asymmetric loss and regime-switching
Monostoriné Grolmusz, Viola
-
2023
combination weights. I use an optimization problem based on asymmetric
loss
functions
in deriving optimal forecast combination …
Persistent link: https://www.econbiz.de/10014450596
Saved in:
2
Recovering stock analysts'
loss
functions
from buy/sell recommendations
Monostoriné Grolmusz, Viola
-
2023
I carry out an empirical analysis to recover stock analysts'
loss
functions
from observations on forecasts, actual …
Persistent link: https://www.econbiz.de/10014450597
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