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  • Search: subject:"Conditional Misspecification"
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Börsenkurs 1 CAPM 1 Capital income 1 Capital market returns 1 Conditional Misspecification 1 Estimation 1 Factor Models 1 Factor analysis 1 Faktorenanalyse 1 Forecasting model 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Mispricing 1 Modellierung 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Return Predictability 1 SDF 1 Schätzung 1 Scientific modelling 1 Share price 1 Theorie 1 Theory 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Favero, Carlo A. 1 Melone, Alessandro 1 Tamoni, Andrea 1
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Fisher College of Business Working Paper 1
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ECONIS (ZBW) 1
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Anomaly Predictability with the Mean-Variance Portfolio
Favero, Carlo A.; Melone, Alessandro; Tamoni, Andrea - 2023
, thus providing direct evidence for conditional misspecification. A zero-cost investment strategy using price deviations …
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