Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment
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Publication:4687660
DOI10.1002/for.2475zbMath1397.62399OpenAlexW2619229661MaRDI QIDQ4687660
Publication date: 12 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2475
Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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