Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios* (Q5237876)

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scientific article; zbMATH DE number 7122427
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Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios*
scientific article; zbMATH DE number 7122427

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    Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios* (English)
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    25 October 2019
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    industry return predictability
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    portfolio allocation
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    book-to-market ratio
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