Prediction and Allocation of Stocks, Bonds, and REITs in the US Market
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DOI: 10.1007/s10614-024-10589-2
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More about this item
Keywords
Return predictability; Dynamic model selection and averaging; REITs; stocks; and bonds; Portfolio choice;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
Statistics
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