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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230834