• Title of article

    Statistical and economic significance of stock return predictability: a mean–variance analysis

  • Author/Authors

    Steven X. Wei، نويسنده , , Chu Zhang، نويسنده ,

  • Pages
    21
  • From page
    443
  • To page
    463
  • Keywords
    Firm-specific variables , Out-of-sampleprediction , Certainty equivalent of expected utility , Return predictability , Mean /variance analysis
  • Journal title
    Astroparticle Physics
  • Record number

    230834