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Aktive Aktien-Portefeuillesteuerung auf Grundlage stochastischer Ansätze

Mayser, Jürgen - 1996 - 1. Aufl

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The restrictions on predictability implied by rational asset pricing models

Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382

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On the predictability of common stock returns : world-wide evidence

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On the predictability of common stock returns : world-wide evidence

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Short-term momentum and reversals, turnover, and a stock's price-to-52-week-high ratio

Chen, Chen; Stivers, Christopher T.; Sun, Licheng - In: Journal of empirical finance 79 (2024), pp. 1-25

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The predictability of value premiums in the Tehran stock exchange : evidence based on the prior returns of value and glamour stocks

Samadi, Saeed; Mohamadzade, Ehsan; Akbari, Nematolah; … - In: Iranian economic review : journal of University of Tehran 28 (2024) 3, pp. 730-753

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Empirical test of capital asset pricing model on selected banking shares from Borsa Istanbul

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Is Imperfection Better? Evidence from Predicting Stock and Bond Returns

Lucivjanska, Katarina - 2018

The standard predictive regression assumes expected returns to be perfectly correlated with predictors. In the recently-introduced predictive system, imperfect predictors account only for a partial variance in expected returns. However, the out-of-sample benefits of relaxing the assumption of...

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Dividend predictability and higher moment risk premia

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