Return predictability and market-timing : a one-month model
Blair Hull, Xiao Qiao and Petra Bakosova
| Year of publication: |
2019
|
|---|---|
| Authors: | Hull, Blair ; Qiao, Xiao ; Bakosova, Petra |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 3, p. 47-64
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| Subject: | Equity premium | forecasting | predictability | market timing | asset returns | tactical asset allocation | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | CAPM | Prognose | Forecast |
| 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://www.econbiz.de/10012111022