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Robust-H-infinity forecasting and asset pricing anomalies
Tornell, Aaron, (2000)
Explaining the variance of price dividend ratios
Cochrane, John H., (1989)
Risk aversion and stock price sensitivity to dividends
Hagiwara, May, (1994)
Precious metals and inflation
Taylor, Nicholas, (1998)
The determinants of volatility timing performance
Taylor, Nicholas, (2023)
The rise and fall of technical trading rule success
Taylor, Nicholas, (2014)