Predictive regressions *

Journal of Financial Economics

Volumn 54, Issue 3, 1999, Pages 375-421

  Stambaugh, Robert F ^a,b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Asset allocation; Bayesian analysis; Bias; Estimation risk; Predicting returns; Regression

Indexed keywords

EID: 0033474605     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(99)00041-0     Document Type: Article

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