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1

A Predictive System with Heteroscedastic Expected Returns and Economic Constraints.

EDHEC Publication

BONELLI Maxime ; MANTILLA GARCIA Daniel

GROUPE EDHEC;EDHEC-RISK INSTITUTE

2014

42

PUBLICATION EDHEC

PROBABILITIES ; FORECAST ; PROFITABILITY ; ECONOMIC ENVIRONMENT

Url : http://professoral.edhec.com/recherche/publications-edhec/20...

Language : English

Series : Working paper

Material : Electronic