Asymmetric loss functions and the rationality of expected stock returns
Year of publication: |
2011
|
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Authors: | Aretz, Kevin ; Bartram, Söhnke M. ; Pope, Peter F. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 2, p. 413-437
|
Subject: | Theorie | Theory | Rationale Erwartung | Rational expectations | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
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