The “out-of-sample” performance of long run risk models
| Year of publication: |
2013
|
|---|---|
| Authors: | Ferson, Wayne ; Nallareddy, Suresh ; Xie, Biqin |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 107.2013, 3, p. 537-556
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