The Economic Benefit of Forecasting Market Components for Mean-Variance Investors

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Reference

Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. University of Liechtenstein.

Publication type

Working Paper

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Business Administration, Banking and Financial Management
  • Chair in Finance

DOI

http://dx.doi.org/https://dx.doi.org/10.2139/ssrn.2901935