Recovering Stock Analysts’ Loss Functions from Buy/Sell Recommendations
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More about this item
Keywords
Loss functions; Binary forecasting; Preference recovery.;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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