Modeling the cross-section of stock returns using sensible models in a model pool
I-Hsuan Ethan Chiang, Yin Liao, Qing Zhou
| Year of publication: |
2021
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|---|---|
| Authors: | Chiang, I-Hsuan Ethan ; Liao, Yin ; Zhou, Qing |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 60.2021, p. 56-73
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| Subject: | Asset pricing model | Joint density forecast | Model confidence set | Model pooling | Model selection | Model uncertainty | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | CAPM | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2020.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692977