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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- Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
- Burton G. Malkiel, 2004. "Models Of Stock Market Predictability," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 27(4), pages 449-459.
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