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~subject:"Forecasting model"
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Forecasting model
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factor model
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Konno, Hiroshi
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Yamamoto, Rei
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International journal of theoretical and applied finance
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Computational Management Science : CMS
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ECONIS (ZBW)
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A maximal predictability portfolio using dynamic factor selection strategy
Konno, Hiroshi
;
Takaya, Yoshihiro
;
Yamamoto, Rei
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 355-366
Persistent link: https://www.econbiz.de/10008904372
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2
A maximal predictability portfolio using absolute deviation reformulation
Konno, Hiroshi
;
Morita, Yuuhei
;
Yamamoto, Rei
- In:
Computational Management Science : CMS
7
(
2010
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10003922196
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3
A maximal predictability portfolio model : algorithm and performance evaluation
Yamamoto, Rei
;
Ishii, Daisuke
;
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1095-1109
Persistent link: https://www.econbiz.de/10003631030
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