Do financial variables help predict the conditional distribution of the market portfolio?
Azam Shamsi Zamenjani
| Year of publication: |
2021
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|---|---|
| Authors: | Zamenjani, Azam Shamsi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 62.2021, p. 327-345
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| Subject: | Density forecasts | Probit stick-breaking priors | Stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Prognose | Forecast | Theorie | Theory | Finanzmarkt | Financial market | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012693441