Predicting stock returns and assessing prediction performance (Q5432711)
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scientific article; zbMATH DE number 5221270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting stock returns and assessing prediction performance |
scientific article; zbMATH DE number 5221270 |
Statements
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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