Maxime Bonelli, Daniel Mantilla-Garcia: Following recent evidence of out-of-sample stock market return predictability, the authors aim to evaluate whether the potential benefits suggested by asset allocation theory can actually be captured in the real world using expected return estimates from a predictive system.
Research Associate, EDHEC-Risk InstituteHead of Research & Development, Koris International
|Type :||Working paper|
|Date :||le 07/07/2014|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|