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

DOI10.1093/rof/rfx035zbMath1425.91387OpenAlexW2735900636MaRDI QIDQ5237876

Andrew Detzel, Jack Strauss

Publication date: 25 October 2019

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfx035

zbMATH Keywords

portfolio allocationbook-to-market ratioindustry return predictability

Mathematics Subject Classification ID

Portfolio theory (91G10)

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