A Predictive System with Heteroscedastic Expected Returns and Economic Constraints.
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