The “out-of-sample” performance of long run risk models

The “out-of-sample” performance of long run risk models

Ferson, Wayne, Nallareddy, Suresh, Xie, Biqin
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Volume:
107
Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2012.09.006
Date:
March, 2013
File:
PDF, 502 KB
english, 2013
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