Similar Search Results

Timmermann, Allan - 2006

Forecast combinations have frequently been found in empirical studies to produce better forecasts on average than methods based on the ex ante best individual forecasting model. Moreover, simple combinations that ignore correlations between forecast errors often dominate more refined combination...

Persistent link: https://www.econbiz.de/10014023702

The Role of Diversification Risk in Financial Bubbles

Yan, Wanfeng - 2013

"Zipf factor'', which describes the diversification risk of the stock market portfolio. Keeping all the dynamical … stock gains over time. This allows us to understand better the risk diversification and to explain the investors' behavior … the risk of a lack of diversification, therefore enhancing the role of the Zipf factor. For bubble 2, the Zipf factor is …

Persistent link: https://www.econbiz.de/10013089334

The limits of expanding breadth : the trade-offs between diversification and forecasting ability

Goldsticker, Ralph - In: The journal of investing 22 (2013) 3, pp. 28-38

Persistent link: https://www.econbiz.de/10010194891

Time-varying diversification strategies : the roles of state-level housing assets in optimal portfolios

Huang, MeiChi - In: International review of economics & finance : IREF 55 (2018), pp. 145-172

Persistent link: https://www.econbiz.de/10012033461

Factor investing : alpha concentration versus diversification

Heinrich, Lars; Shivarova, Antoniya; Zurek, Martin - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 464-487

Persistent link: https://www.econbiz.de/10012659821

Global de-diversification and stock returns

Cheng, Xiao; Huang, Ying; Wang, Tao - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052825

Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Luo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013469716

Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Luo, Jiawen; Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan - In: Journal of empirical finance 81 (2025), pp. 1-34

Persistent link: https://www.econbiz.de/10015405336

Prospective et théorie des jeux

Schmidt, Christian - In: Futuribles : l'anticipation au service de l'action ; … (1999), pp. 47-68

Persistent link: https://www.econbiz.de/10001403683

All that i have to say has already crossed your mind

Koppl, Roger; Rosser, John Barkley - In: Metroeconomica : international review of economics 53 (2002) 4, pp. 339-360

Persistent link: https://www.econbiz.de/10001704344