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An international dynamic asset pricing model
Hodrick, Robert J., (1999)
New facts in finance
Cochrane, John H., (1999)
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L., (1999)
Stock-return predictability and model uncertainty
Avramov, Doron, (2000)
Stock return predictability and model uncertainty
Avramov, Doron, (2002)
Investing in Mutual Funds when Returns are Predictable
Avramov, Doron, (2005)