Predicting stock returns : a risk measurement perspective
Zhifeng Dai, Jie Kang, Fenghua Wen
| Year of publication: |
2021
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|---|---|
| Authors: | Dai, Zhifeng ; Kang, Jie ; Wen, Fenghua |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-14
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| Subject: | Asset allocation | Model selection | Out-of-sample forecasting | Risk measurement | Stock return predictability | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | 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.2021.101676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803806