Long horizon predictability: an asset allocation perspective (Q1999642): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2019.04.040
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+W3122278505
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@@ Property / cites work @@
+Long-run risk-return trade-offs
@@ Property / cites work: Long-run risk-return trade-offs / rank @@
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@@ Property / cites work @@
+The scale of predictability
@@ Property / cites work: The scale of predictability / rank @@
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@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
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@@ Property / cites work @@
+Asset allocation with correlation: a composite trade-off
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+What is the Expected Return on the Market?*
@@ Property / cites work: What is the Expected Return on the Market?* / rank @@
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+Is the predictability of emerging and developed stock markets really exploitable?
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+A new tight and general bound on return predictability
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+Interest rate term structure modelling
@@ Property / cites work: Interest rate term structure modelling / rank @@
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+Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
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@@ Property / Wikidata QID @@
+Q127950925
@@ Property / Wikidata QID: Q127950925 / rank @@
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