Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nima Nonejad
| Year of publication: |
2022
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|---|---|
| Authors: | Nonejad, Nima |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-24
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| Subject: | Equity premium prediction | Newspaper-based uncertainty measures | Out-of-sample predictability | Portfolio optimization | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Kapitaleinkommen | Capital income | Messung | Measurement | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102251 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455034