The optimal use of return predictability : an empirical study
| Year of publication: |
2012
|
|---|---|
| Authors: | Abhyankar, Abhay ; Basu, Devraj ; Stremme, Alexander |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 5, p. 973-1001
|
| Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation |
-
Buyun, Xu, (2025)
-
Liu, Junjie, (2025)
-
Forecasting asset returns using Nelson-Siegel factors estimated from the US yield curve
Guidolin, Massimo, (2025)
- More ...
-
Portfolio efficiency and discount factor bounds with conditioning information : an empirical study
Abhyankar, Abhay, (2007)
-
Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?
Abhyankar, Abhay, (2001)
-
Does conditioning information matter in estimating continuous time interest rate diffusions?
Abhyankar, Abhay, (2001)
- More ...