C53 - Forecasting and Other Model Applications

Citations 1-4 of 4 total displayed.

Most recent content (1 Jun 2006):

Articles
The Behavior of Interest Rates

Eugene F. Fama
Rev. Financ. Stud. 2006; 19: 359-379. [Abstract] [Full text] [PDF]  

Past content (since Jul 1997):

Articles
On portfolio optimization: forecasting covariances and choosing the risk model

LKC Chan, J Karceski, and J Lakonishok
Rev. Financ. Stud. 1999; 12: 937-974. [Abstract] [PDF]  

Articles
Implementing statistical criteria to select return forecasting models: what do we learn?

P Bossaerts and P Hillion
Rev. Financ. Stud. 1999; 12: 405-428. [Abstract] [PDF]  

Articles
Measuring the predictable variation in stock and bond returns

C Kirby
Rev. Financ. Stud. 1997; 10: 579-630. [Abstract] [PDF]