Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Giulia Dal Pra, Massimo Guidolin, Manuela Pedio, and Fabiola Vasile
| Year of publication: |
2018
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|---|---|
| Authors: | Dal Pra, Giulia ; Guidolin, Massimo ; Pedio, Manuela ; Vasile, Fabiola |
| 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. 44.2017, 3, p. 10-24
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| Subject: | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Großbritannien | United Kingdom | Frankreich | France | Zeitreihenanalyse | Time series analysis |
| 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://ebvufind01.dmz1.zbw.eu/10011877594