Choice of Benchmark When Forecasting Long-term Stock Returns
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More about this item
Keywords
Benchmark; Cross validation; Prediction; Stock returns;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2018-04-23 (Economics of Ageing)
- NEP-FOR-2018-04-23 (Forecasting)
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