Nonparametric prediction of stock returns based on yearly data: the long-term view
DOI10.1016/J.INSMATHECO.2015.09.011zbMATH Open1348.62247OpenAlexW1917650631MaRDI QIDQ896758FDOQ896758
Michael Scholz, Jens Perch Nielsen, Stefan Sperlich
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12535/1/Stock%20with%20Prior_IME_rev6.pdf
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- Nonparametric long term prediction of stock returns with generated bond yields
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Cited In (6)
- Forecasting benchmarks of long-term stock returns via machine learning
- Stock market prediction based on adaptive training algorithm in machine learning
- Nonparametric long term prediction of stock returns with generated bond yields
- Long-term real dynamic investment planning
- USING NON-PARAMETRIC SEARCH ALGORITHMS TO FORECAST DAILY EXCESS STOCK RETURNS
- PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS
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