Predicting market components out of sample : asset allocation implications
Aiguo Kong, David E. Rapach, Jack K. Strauss, and Guofu Zhou
| Year of publication: |
2011
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|---|---|
| Authors: | Kong, Aiguo ; Rapach, David E. ; Strauss, Jack ; Zhou, Guofu |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 4, p. 29-41
|
| Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Theorie | Theory |
| 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/10009273895