Comment on 'The Virtue of Complexity in Return Prediction'
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Berk, Jonathan |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Prognoseverfahren | Forecasting model | Komplexe Systeme | Complex systems | Komplexitätsmanagement | Complexity management | Nichtparametrisches Verfahren | Nonparametric statistics | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market |
| Description of contents: |
In contrast to what is claimed in Kelly, Malamud and Zhou (2023), the implication of the theoretical analysis in that article is so narrow that it is virtually useless to financial economists
|
freely available
| Extent: | 1 Online-Ressource (9 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 4, 2023 erstellt |
| Other identifiers: | 10.2139/ssrn.4410125 [DOI] |
| Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; c58 ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014355380