Beta forecasting at long horizons
Tolga Cenesizoglu, Fabio de Oliveira Ferrazoli Ribeiro, Jonathan J. Reeves
| Year of publication: |
October-December 2017
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| Authors: | Cenesizoglu, Tolga ; Ribeiro, Fabio de Oliveira Ferrazoli ; Reeves, Jonathan J. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 4, p. 936-957
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| Subject: | Evaluating forecasts | Long term forecasting | NPV analysis | Realized beta | Systematic risk | Prognoseverfahren | Forecasting model | Betafaktor | Beta risk | Prognose | Forecast | CAPM | Wirtschaftsprognose | Economic forecast | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2017.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746930