Forecast ranked tailored equity portfolios

Daniel Buncic, Cord Stern

Year of publication:	2019
Authors:	Buncic, Daniel ; Stern, Cord
Published in:	Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 63.2019, p. 1-16
Subject:	Active factor models \| Computational finance \| Model averaging and selection \| Quantitative equity investing \| Return-based factor models \| Stock selection strategies \| Portfolio-Management \| Portfolio selection \| Faktorenanalyse \| Factor analysis \| Prognoseverfahren \| Forecasting model \| CAPM \| Finanzanalyse \| Financial analysis \| Schätzung \| Estimation \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Kapitalanlage \| Financial investment \| Kapitaleinkommen \| Capital income \| Aktienmarkt \| Stock market

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1016/j.intfin.2019.101138 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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