Out-of-sample predictions of bond excess returns and forward rates : an asset allocation perspective
Daniel L. Thornton; Giorgio Valente
| Year of publication: |
2012
|
|---|---|
| Authors: | Thornton, Daniel L. ; Valente, Giorgio |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 10, p. 3141-3168
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Anleihe | Bond | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond |
| 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/10009630174