-end standings data and quantify the predictability of games by the frequency of upsets from game results data. We introduce a novel … among teams with the predictability of the games, and it can be used to estimate the upset frequency from standings data. …

predictability portfolio (MPP) optimization problem, which is a hard nonconvex fractional programming optimization. Also, we will …

The paper reports on studies of return predictability of stock indexes of blue-chip firms and high-technology firms in … Germany, France and the UK during the second half of the 1990s. Return predictability was measured in terms of first …-order autocorrelation coefficients, and evidence was found for the return predictability of stock indexes of high-technology firms, but not …

period of greater macroeconomic stability. The decline in the predictability of inflation is associated with a break down in … the predictive power of real activity, especially in the housing sector. The decline in the predictability of real …

different risk aversion levels, horizons, and statistical models capturing predictability in risk premia. Importantly, under one … to characterize predictability. We find that real estate ought to play a significant role in optimal portfolio choices …, with weights between 12 and 44%. Under plausible assumptions, the welfare costs of either ignoring predictability or …