Predictability of stock market returns and it is importance in Asset Allocation in the US
This thesis tests the predictive power of the stock market. It suggests new ways on how to improve it is predictive ability. Four main methods were used: combining individual predictors, assigning different weights to the best individual forecasts, modelling predictive ability and explanatory power....
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2021
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| Texto completo: | http://hdl.handle.net/10400.14/35554 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/35554 |