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
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| 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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0.7442347407341003
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0.7277058959007263
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0.7276766896247864
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0.7141831517219543
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0.7124344110488892
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