Corrigendum to “Predictability of stock returns and asset allocation under structural breaks” [J. Econometrics 164 (2011) 60–78] (Predictability of stock returns and asset allocation under structural breaks (2011) 164(1) (60–78), (S0304407611000479), (10.1016/j.jeconom.2011.02.019));Predictability of stock returns and asset allocation under structural breaks

Journal of Econometrics

Volumn 164, Issue 1, 2011, Pages 60-78

  Pettenuzzo, Davide ^a   Timmermann, Allan ^b  

^a BRANDEIS UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKETS; INVESTMENTS; RISK ASSESSMENT;

ASSET ALLOCATION; INTEREST RATES; INVESTMENT HORIZON; INVESTMENT RISKS; NEGATIVE SLOPE; NEW APPROACHES; PREDICTION MODEL; STRUCTURAL BREAK;

PREDICTIVE ANALYTICS;

EID: 79960371493     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2020.02.008     Document Type: Erratum

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