Back to Search Start Over

Predicting Returns Out of Sample: A Naïve Model Averaging Approach.

Authors :
Chen, Huafeng (Jason)
Jiang, Liang
Liu, Weiwei
Source :
Review of Asset Pricing Studies; Sep2023, Vol. 13 Issue 3, p579-614, 36p
Publication Year :
2023

Details

Language :
English
ISSN :
20459920
Volume :
13
Issue :
3
Database :
Complementary Index
Journal :
Review of Asset Pricing Studies
Publication Type :
Academic Journal
Accession number :
171106933
Full Text :
https://doi.org/10.1093/rapstu/raac021