Predictability of stock returns and asset allocation under structural breaks
Davide Pettenuzzo; Allan Timmermann
| Year of publication: |
2011
|
|---|---|
| Authors: | Pettenuzzo, Davide ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 1, p. 60-78
|
| Subject: | Strukturbruch | Structural break | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
| Description of contents: | Description [doi.org] |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 227, Issue 2, April 2022, Seite 513-517 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270410