Asymptotic Inference for Performance Fees and the Predictability of Asset Returns
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Li, Jiahan & Tsiakas, Ilias, 2017.
"Equity premium prediction: The role of economic and statistical constraints,"
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Elsevier, vol. 36(C), pages 56-75.
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"How to Identify and Forecast Bull and Bear Markets?,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-ECM-2012-11-11 (Econometrics)
- NEP-FOR-2012-11-11 (Forecasting)
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