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Robust Bayesian portfolio choices
Anderson, Ewan W.; Cheng, Ai-ru - In: The review of financial studies 29 (2016) 5, pp. 1330-1375
Persistent link: https://www.econbiz.de/10011530038
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Estimating and testing dynamic corporate finance models
Bazdresch, Santiago; Kahn, R. Jay; Whited, Toni Marion - In: The review of financial studies 31 (2018) 1, pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
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Mutual fund survivorship
Carhart, Mark M.; Carpenter, Jennifer N.; Lynch, Anthony W. - In: The review of financial studies 15 (2002) 5, pp. 1439-1463
Persistent link: https://www.econbiz.de/10001718728
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Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Rapach, David E.; Strauss, Jack; Zhou, Guofu - In: The review of financial studies 23 (2010) 2, pp. 821-862
Persistent link: https://www.econbiz.de/10003943103
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Implications of data screens on merger and acquisition analysis : a large sample study of merger and acquisitions from 1992 to 2009
Netter, Jeffry M.; Stegemoller, Mike; Wintoki, M. Babajide - In: The review of financial studies 24 (2011) 7, pp. 2316-2357
Persistent link: https://www.econbiz.de/10009261804
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Lest we forget : learn from out-of-sample forecast errors when optimizing portfolios
Barroso, Pedro; Saxena, Konark - In: The review of financial studies 35 (2022) 3, pp. 1222-1278
Persistent link: https://www.econbiz.de/10012878988