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DP12417 A Portfolio Perspective on the Multitude of Firm Characteristics 智库出版物
2017
作者:  Victor DeMiguel;  Alberto Martin-Utrera
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Anomalies  Transaction costs  Out of sample performance  Risk  
DP10239 How good are out of sample forecasting Tests on DSGE models? 智库出版物
2014
作者:  Patrick Minford
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dsge  Forecast performance  indirect inference  Out of sample forecasts  Specification tests  Var  
DP10090 How good are out of sample forecasting Tests on DSGE models? 智库出版物
2014
作者:  Patrick Minford
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dsge  Forecast performance  indirect inference  Out of sample forecasts  Specification tests  Var  
DP9456 Stock Return Serial Dependence and Out-of-Sample Portfolio Performance 智库出版物
2013
作者:  Victor DeMiguel
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Out-of-sample performance  Portfolio choice  Serial dependence  Vector autoregression