Quantile aggregation and combination for stock return prediction
Chuanliang Jiang, Esfandiar Maasoumi, and Zhijie Xiao
| Year of publication: |
2020
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|---|---|
| Authors: | Jiang, Chuanliang ; Maasoumi, Esfandiar ; Xiao, Zhijie |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 7, p. 715-743
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| Subject: | Aggregation | information | investment | model combination | optimal portfolio | quantile regression | stock return prediction | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1771902 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262517