A Bayesian Model Averaging Approach to Enhance Value Investment
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More about this item
Keywordsmodel uncertainty; slice sampler; valuation ratio; forecasting; value investing;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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