Forecasting asset returns with network‐based metrics: A statistical and economic analysis

Author:

Baitinger Eduard1

Affiliation:

1. FERI Trust GmbH Bad Homburg 61348 Germany

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference65 articles.

1. Voice matters in a dictator game

2. Does a lot help a lot? Forecasting stock returns with pooling strategies in a data-rich environment

3. The (Mis)Behavior of Hedge Fund Strategies: A Network-Based Analysis

4. Interconnectedness risk and active portfolio management: The information‐theoretic perspective;Baitinger E.;Journal of Network Theory in Finance,2017

5. Interconnectedness risk and active portfolio management;Baitinger E.;Journal of Investment Strategies,2017

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