Hedge fund return predictability in the presence of model risk
Year of publication: |
2022
|
---|---|
Authors: | Argyropoulos, Christos ; Panopulu, Aikaterinē ; Voukelatos, Nikolaos ; Zheng, Teng |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 18, p. 1892-1916
|
Subject: | dynamic model averaging | Forecasting | fund of funds | Hedge funds | model risk | Hedgefonds | Hedge fund | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Modellierung | Scientific modelling |
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