Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660)
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scientific article; zbMATH DE number 6952649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment |
scientific article; zbMATH DE number 6952649 |
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Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (English)
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12 October 2018
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factor models
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forecast combination
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principal components
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return predictability
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