Predicting Returns Out of Sample : A Naïve Model Averaging Approach
Year of publication: |
2020
|
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Authors: | Chen, Huafeng (Jason) |
Other Persons: | Jiang, Liang (contributor) ; Liu, Weiwei (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Stichprobenerhebung | Sampling | Schätzung | Estimation |
Extent: | 1 Online-Ressource (68 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 3, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3455866 [DOI] |
Classification: | G12 - Asset Pricing ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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