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Börsenkurs 1 Capital income 1 Economic value 1 Forecasting model 1 Kapitaleinkommen 1 Out-of-sample forecasting 1 Predictability 1 Prognoseverfahren 1 Share price 1 Theorie 1 Theory 1 Utility-based comparisons 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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McCracken, Michael W. 1 Valente, Giorgio 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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Asymptotic inference for performance fees and the predictability of asset returns
McCracken, Michael W.; Valente, Giorgio - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 426-437
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