Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?
Year of publication: |
1999
|
---|---|
Authors: | Bossaerts, Peter ; Hillion, Pierre |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 12.1999, 2, p. 405
|
Saved in:
Saved in favorites
Similar items by person
-
Testing The Mean-Variance Efficiency of Well-Diversified Portfolios in Very Large Cross-Sections
Bossaerts, Peter, (1993)
-
Local parametric analysis of hedging in discrete time
Bossaerts, Peter, (1997)
-
IPO POST-ISSUE MARKETS: QUESTIONABLE PREDILECTIONS BUT DILIGENT LEARNERS?
Bossaerts, Peter, (2001)
- More ...