Generalised rational bias in financial forecasts

DOI10.1007/S10436-006-0043-1zbMath1233.91322OpenAlexW1988857886MaRDI QIDQ665732

George A. Christodoulakis

Publication date: 6 March 2012

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

Full work available at URL: https://doi.org/10.1007/s10436-006-0043-1

zbMATH Keywords

non-normalitylinexasymmetric preferencesdistribution of forecastersoptimal forecastsskewed normal

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (1)

Conditions for rational investment short-termism

Cites Work

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• Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
• Bayes estimation subject to uncertainty about parameter constraints
• Prediction with a Generalized Cost of Error Function

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