Program > Parallel sessions
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Return predictability and risk management
Mamiko Yamashita, Nour Meddahi
sciencesconf.org:qffe2018:194574 |
Portfolio Pretesting with Machine Learning
Ekaterina Kazak, Winfried Pohlmeier
sciencesconf.org:qffe2018:195286 |
Out-of-sample equity premium prediction: A complete subset quantile regression approach
Loukia Meligkotsidou, Ekaterini Panopoulou, Ioannis Vrontos, Spyridon Vrontos
sciencesconf.org:qffe2018:196562 |
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage
Marcelo Medeiros, Ruy Ribeiro
sciencesconf.org:qffe2018:197015 |
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