SCOPUS 정보 검색 플랫폼

Volumn 24, Issue 1, 2008, Pages 19-21

Elusive return predictability: Discussion

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38949125811 PISSN: 01692070 EISSN: None Source Type: Journal
DOI: 10.1016/j.ijforecast.2007.08.003 Document Type: Note

Times cited : (8)

References (10)

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2
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3
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- Can Stock Market Forecasters Forecast?
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- The Cross-Section of Expected Stock Returns
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5
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- Goetzmann, W., Ingersoll, J., Spiegel, M., & Welch, I. (2004). Portfolio Performance Manipulation and Manipulation-Proof Performance Measures. Yale ICF Working Paper, vol. No. 02-08. (Available at SSRN: http://ssrn.com/abstract=302815.).
- Goetzmann, W., Ingersoll, J., Spiegel, M., & Welch, I. (2004). Portfolio Performance Manipulation and Manipulation-Proof Performance Measures. Yale ICF Working Paper, vol. No. 02-08. (Available at SSRN: http://ssrn.com/abstract=302815.).

6
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- Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying
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- Lettau, M.¹ Ludvigson, S.²

7
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- The adaptive markets hypothesis: market efficiency from an evolutionary perspective
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- Lo, A.¹

8
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- Random House, New York
- Lowenstein R. When genius failed: The rise and fall of Long Term Capital Management (2000), Random House, New York
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9
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- A Simple Nonparametric Test of Predictive Performance
- Pesaran H., and Timmermann A. A Simple Nonparametric Test of Predictive Performance. Journal of Business and Economic Statistics 10 (1992) 461-465
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10
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- Mutual Fund Performance
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