-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach … analysis of profit-loss and hedging against price risk. …

between accruals and revenue changes relates to operating-cycle length. Prior accrual models have not incorporated these …-cycle length increases explanatory power of all accrual models considered (i.e., Jones; Ball and Shivakumar; McNichols; and Jeter … and Shivakumar). We find that incorporating these variables in accrual models also improves specification and power, aids …

We implement a long-horizon static and dynamic portfolio allocation involving a risk-free and a risky asset. This model …

historical periods in which uncertainty and risk premia were elevated because of news shocks. …

. Evidence on the quantification of predictive accuracy, uncertainty and risk, in particular, in the tails, may provide useful …

particular, in the tails using Value-at-Risk. Similar predictive gains are obtained for the US Treasury Bill yield using a large …

higher predictive accuracy and better assessment of uncertainty and risk for investment fund management. …