Applied mean-ETL optimization in using earnings forecasts
Barret Pengyuan Shao, Svetlozar T. Rachev, Yu Mu
| Year of publication: |
April-June 2015
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| Authors: | Shao, Barret Pengyuan ; Rachev, Svetlozar T. ; Mu, Yu |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 2, p. 561-567
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| Subject: | Consensus temporary earnings forecasting | Multivariate normal tempered stable distribution | Mean-expected tail loss optimization | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast | Gewinn | Profit | Gewinnprognose | Earnings announcement | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474402