Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
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Volume (Year): 62 (2010)
Issue (Month): 1 (February)
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- Bossaerts, Peter & Hillion, Pierre, 1999. "Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?," Review of Financial Studies, Society for Financial Studies, vol. 12(2), pages 405-28.
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