Forecasting the European Monetary Union equity risk premium with regression trees

David Cortés and Pilar Soriano

Year of publication:	2022
Authors:	Cortés, David ; Soriano, Pilar
Published in:	Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 6, p. 1-23
Subject:	classification and regression trees (CART) models \| ensemble techniques \| equity risk premium \| forecasting \| asset allocation \| Risikoprämie \| Risk premium \| Regressionsanalyse \| Regression analysis \| Prognoseverfahren \| Forecasting model \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Eurozone \| Euro area

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