Predicting stock returns and assessing prediction performance (Q5432711)

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scientific article; zbMATH DE number 5221270
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Predicting stock returns and assessing prediction performance
scientific article; zbMATH DE number 5221270

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    Predicting stock returns and assessing prediction performance (English)
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    18 December 2007
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    regression
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    shrinkage
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    single-index model
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    London stock exchange
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    utility function
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    covariance matrix
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