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  • Search: subject:"Model Pooling"
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Year of publication
Subject
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Great Recession 3 Portfolio selection 3 Portfolio-Management 3 mixed frequency data 3 model selection and model pooling 3 Capital income 2 Forecasting model 2 Hedge fund 2 Hedgefonds 2 Investment Fund 2 Investmentfonds 2 Kapitaleinkommen 2 Prognoseverfahren 2 Short-term forecasting 2 ARCH model 1 ARCH-Modell 1 Asset pricing model 1 Benchmarking 1 CAPM 1 EU countries 1 EU-Staaten 1 Estimation theory 1 Euro area 1 Eurozone 1 Forecast 1 Frühindikator 1 Hedge Fund Replication 1 Hedge Funds 1 Hedging 1 Joint density forecast 1 Leading indicator 1 Log Score 1 Model Combination 1 Model Pooling 1 Model confidence set 1 Model pooling 1 Model selection 1 Model uncertainty 1 Modellierung 1 Performance measurement 1
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Online availability
All
Undetermined 3 Free 1
Type of publication
All
Article 3 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 5 Undetermined 1
Author
All
Schwarzmüller, Tim 3 O'Doherty, Michael 2 Savin, N. Eugene 2 Tiwari, Ashish 2 Chiang, I-Hsuan Ethan 1 Liao, Yin 1 Zhou, Qing 1
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Institution
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Institut für Weltwirtschaft (IfW) 1
Published in...
All
Journal of empirical finance 1 Kiel Working Paper 1 Kiel Working Papers 1 Kiel working paper 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Review of finance : journal of the European Finance Association 1
Source
All
ECONIS (ZBW) 4 EconStor 1 RePEc 1
Showing 1 - 6 of 6
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Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan; Liao, Yin; Zhou, Qing - In: Journal of empirical finance 60 (2021), pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
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Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area
Schwarzmüller, Tim - 2015
area GDP growth. I explore to what extend model selection and model pooling techniques are able to outperform a simple …-samples. Moreover, model selection techniques turn out to produce quite poor forecasts in some sub-samples. On the contrary, model … pooling based on the Cross-Validation and the Mallows criterion provide a very stable and accurate forecast performance. …
Persistent link: https://www.econbiz.de/10010471511
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Cover Image
Hedge fund replication : a model combination approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1767-1804
Persistent link: https://www.econbiz.de/10011804356
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Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
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Cover Image
Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area
Schwarzmüller, Tim - Institut für Weltwirtschaft (IfW) - 2015
area GDP growth. I explore to what extend model selection and model pooling techniques are able to outperform a simple …-samples. Moreover, model selection techniques turn out to produce quite poor forecasts in some sub-samples. On the contrary, model … pooling based on the Cross-Validation and the Mallows criterion provide a very stable and accurate forecast performance …
Persistent link: https://www.econbiz.de/10011162483
Saved in:
Cover Image
Model pooling and changes in the informational content of predictors : an empirical investigation for the euro area
Schwarzmüller, Tim - 2015
area GDP growth. I explore to what extend model selection and model pooling techniques are able to outperform a simple …-samples. Moreover, model selection techniques turn out to produce quite poor forecasts in some sub-samples. On the contrary, model … pooling based on the Cross-Validation and the Mallows criterion provide a very stable and accurate forecast performance. …
Persistent link: https://www.econbiz.de/10010472548
Saved in:
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