Momentum of return predictability
Yudong Wang, Li Liu, Feng Ma, Xundi Diao
| Year of publication: |
2018
|
|---|---|
| Authors: | Wang, Yudong ; Liu, Li ; Ma, Feng ; Diao, Xundi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 141-156
|
| Subject: | Certainty equivalent return | Model switching | Portfolio exercise | Predictive regression | Return forecasting | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102447