Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10009576925
The question of whether empirical models are able to forecast the equity premium more accurately than the simple historical mean is intensively debated in the financial literature. The low prediction power is disappointing, even when using nonparametric models that make use of typical predictor...
Persistent link: https://www.econbiz.de/10009736459
Persistent link: https://www.econbiz.de/10012422367
Persistent link: https://www.econbiz.de/10011864688
Persistent link: https://www.econbiz.de/10012138036
Persistent link: https://www.econbiz.de/10012138047