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~isPartOf:"Quantitative finance"
~person:"Bekaert, Geert"
~person:"Guidolin, Massimo"
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How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
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Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, MartÃn
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
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