"Optimal asset allocation and nonlinear return predictability from the ..."

Fabrizio Ghezzi et al. (2025)

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DOI: 10.1007/S10479-024-06332-7

access: closed

type: Journal Article

metadata version: 2025-05-01

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Fabrizio Ghezzi, Anindo Sarkar, Thomas Quistgaard Pedersen, Allan Timmermann:
Optimal asset allocation and nonlinear return predictability from the dividend-price ratio. Ann. Oper. Res. 346(1): 415-445 (2025)

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