Forecasting stock returns under economic constraints
Year of publication: |
2014
|
---|---|
Authors: | Pettenuzzo, Davide ; Timmermann, Allan ; Valkanov, Rossen I. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 114.2014, 3, p. 517-553
|
Subject: | Economic constraints | Sharpe ratio | Equity premium predictions | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | Welt | World |
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