On the difficulty of measuring forecasting skill in financial markets
Stephen E. Satchell and Oliver J. Williams
| Year of publication: |
2015
|
|---|---|
| Authors: | Satchell, Stephen ; Williams, Oliver |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 2, p. 92-113
|
| Subject: | performance measurement | skill | financial forecasting | active management | information coefficient | information ratio | Finanzmarkt | Financial market | Performance-Messung | Performance measurement | Prognoseverfahren | Forecasting model | Messung | Measurement | Betriebliche Kennzahl | Financial ratio | Wirtschaftsprognose | Economic forecast |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305307