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Discounting the distant future : how much does model selection affect the certainty equivalent rate?
Groom, Ben; Koundouri, Phoebe; Panopulu, Aikaterinē; … - In: Journal of applied econometrics 22 (2007) 3, pp. 641-656
Persistent link: https://www.econbiz.de/10003455485
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Discounting the distant future: How much does model selection affect the certainty equivalent rate?
Groom, Ben; Koundouri, Phoebe; Panopoulou, Ekaterini; … - In: Journal of applied econometrics 22 (2007) 3, pp. 641-656
Persistent link: https://www.econbiz.de/10007723952
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Does model complexity add value to asset allocation? : evidence from machine learning forecasting models
Kynigakis, Iason; Panopoulou, Ekaterini - In: Journal of applied econometrics 37 (2022) 3, pp. 603-639
Persistent link: https://www.econbiz.de/10013186705