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