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  • Search: subject:"Predictor constraints"
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Year of publication
Subject
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Börsenkurs 2 Capital income 2 Capital market returns 2 Equity premium 2 Forecasting model 2 Kapitaleinkommen 2 Kapitalmarktrendite 2 Model combinations 2 Predictive regressions 2 Predictor constraints 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Risikoprämie 2 Risk premium 2 Share price 2 24-month high and low 1 CAPM 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Pan, Zhiyuan 2 Pettenuzzo, Davide 2 Wang, Yudong 2
Published in...
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Journal of empirical finance 1 Working papers / Brandeis University, Department of Economics and International Business School 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Forecasting stock returns : a predictorconstrained approach
Pettenuzzo, Davide; Pan, Zhiyuan; Wang, Yudong - 2017
Persistent link: https://www.econbiz.de/10011813299
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Cover Image
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan; Pettenuzzo, Davide; Wang, Yudong - In: Journal of empirical finance 55 (2020), pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
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