Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective.
Autor: | Thornton, Daniel L.1, Valente, Giorgio2 |
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Zdroj: | Review of Financial Studies. Oct2012, Vol. 25 Issue 10, p3141-3168. 28p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |