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Forecasting model
China
127,300
Portfolio-Management
44,309
Portfolio selection
43,964
Kapitaleinkommen
39,505
Capital income
39,405
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29,783
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12,799
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6,099
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Gupta, Rangan
101
McMillan, David G.
55
Pierdzioch, Christian
51
Ma, Feng
43
Zaremba, Adam
43
Guidolin, Massimo
41
Wang, Yudong
40
McAleer, Michael
39
Wohar, Mark E.
39
Zhou, Guofu
39
Timmermann, Allan
35
Zhang, Yaojie
35
Diebold, Francis X.
34
Bollerslev, Tim
32
Narayan, Paresh Kumar
31
Bouri, Elie
28
Jiang, Fuwei
26
Caporin, Massimiliano
19
Li, Yan
19
Liang, Chao
19
Salisu, Afees A.
19
Satchell, Stephen
19
Pesaran, M. Hashem
18
Tu, Jun
17
Bonato, Matteo
16
Cakici, Nusret
16
Christoffersen, Peter F.
16
Ghysels, Eric
16
Kelly, Bryan T.
16
Kim, Jae H.
16
Lux, Thomas
16
Tamoni, Andrea
16
Bekaert, Geert
15
Dai, Zhifeng
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Kumar, Alok
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Pettenuzzo, Davide
15
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Wei, Yu
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15
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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World Demographic & Ageing Forum
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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European University Institute / Department of Economics
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Fraunhofer IRB-Verlag
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Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
1
Hochschule Anhalt (FH)
1
IGI Global
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INSEAD
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Internationaler Währungsfonds / European Department <2>
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Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
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Kopp Verlag e.K.
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Leonard N. Stern School of Business / Information Systems Department
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Sonderforschung ökonomische und juristische Institutionenanalyse (SOFIA) e.V.
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Springer International Publishing
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University of Chicago / Center for Research in Security Prices
1
University of Exeter / Department of Economics
1
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Finance research letters
194
International review of financial analysis
114
Journal of banking & finance
110
Journal of empirical finance
109
International journal of forecasting
107
Journal of financial economics
101
Journal of forecasting
101
International review of economics & finance : IREF
83
Pacific-Basin finance journal
83
The North American journal of economics and finance : a journal of financial economics studies
69
Applied economics
58
Energy economics
58
Economic modelling
56
Journal of econometrics
55
NBER working paper series
55
The European journal of finance
51
The review of financial studies
49
Management science : journal of the Institute for Operations Research and the Management Sciences
45
NBER Working Paper
43
Research in international business and finance
42
Applied economics letters
41
Quantitative finance
40
Working paper / National Bureau of Economic Research, Inc.
40
Journal of international financial markets, institutions & money
38
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
37
Discussion paper / Tinbergen Institute
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Economics letters
33
Working paper
33
Journal of financial markets
32
Applied financial economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Research paper series / Swiss Finance Institute
31
Computational economics
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
28
Journal of financial and quantitative analysis : JFQA
27
Review of quantitative finance and accounting
27
The journal of finance : the journal of the American Finance Association
26
The journal of futures markets
26
CREATES research paper
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ECONIS (ZBW)
6,338
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1
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date (oldest first)
1
The 52-week high, momentum, and predicting mutual fund returns
Sapp, Travis R. A.
- In:
Review of quantitative finance and accounting
37
(
2011
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009271479
Saved in:
2
Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor
;
Gil-Bazo, Javier
;
Nogales, Francisco J.
; …
-
2021
-
This version: March 24, 2021
Persistent link: https://www.econbiz.de/10012819375
Saved in:
3
Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor
;
Gil-Bazo, Javier
;
Nogales, Francisco J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012822132
Saved in:
4
Can fund sentiment beta predict future performance?
Bu, Qiang
;
Stalebrink, Odd J.
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 524-534
Persistent link: https://www.econbiz.de/10012298723
Saved in:
5
The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina
;
Wang, Jiaguo
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
Saved in:
6
Exploring the zoo of predictors for mutual fund performance in
China
Li, Zhiyong
;
Rao, Xiao
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463648
Saved in:
7
Follow the smart money : factor forecasting in
China
Chen, Qinhua
;
Chi, Yeguang
;
Qiao, Xiao
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012491727
Saved in:
8
A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in
China
Ruan, Qingsong
;
Wang, Zilin
;
Zhou, Yaping
;
Lv, Dayong
- In:
Economic modelling
88
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
Saved in:
9
News coverage and portfolio returns : evidence from
China
Li, Cong-Cong
;
Xu, Hai-Chuan
;
Zhou, Wei-Xing
- In:
Pacific-Basin finance journal
60
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012232805
Saved in:
10
Does idiosyncratic risk matter to momentum profits? : evidence from
China
Kao, Wei-Shun
;
Wang, Li-Hsun
;
Lin, Chu-Hsiung
;
Huang, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
10
,
pp. 1259-1264
Persistent link: https://www.econbiz.de/10012006820
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