Prediction of stock returns : a new way to look at it

While the traditional R value is useful to evaluate the quality of a fit, it does not work when it comes to evaluating the predictive power of estimated financial models in finite samples.

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Year of publication:	2003-11-01
Authors:	Nielsen, Jens Perch ; Sperlich, Stefan
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol.33, No.2, 2003, pp.399-417
Publisher:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Subject:	Versicherungsbetriebslehre \| insurance management \| Dividende \| dividend \| Versicherungswirtschaft \| Kreuzvalidierung \| cross validation \| Kursprognose

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Extent:	357376 bytes 19 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847013