Search results with tag "Empirical performance"

A Comprehensive Look at The Empirical Performance of ...

A Comprehensive Look at The Empirical Performance of Equity Premium Prediction regressors, and encompassing model forecasts. Section 7 reviews earlier literature. Section 8 concludes. 1. Data Sources and Data Construction Our dependent variable is always the equity premium, that is, the total

  Performance, Equity, Premium, Prediction, Empirical, Equity premium, Empirical performance, The empirical performance of equity premium prediction