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

Reference

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

Publication Type

Working Paper

Staff Members

Dr. Lars Kaiser Assoz. Prof. Dr. Sebastian Stöckl

Participating Institutions

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

DOI

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