Related references
Note: Only part of the references are listed.Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory
Doron Avramov et al.
REVIEW OF FINANCIAL STUDIES (2018)
Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth
Xiaoneng Zhu
REVIEW OF FINANCE (2015)
STRATEGIC ASSET ALLOCATION FOR LONG-TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION
Roy P. P. M. Hoevenaars et al.
JOURNAL OF APPLIED ECONOMETRICS (2014)
Sequential Learning, Predictability, and Optimal Portfolio Returns
Michael Johannes et al.
JOURNAL OF FINANCE (2014)
Expected Returns and Dividend Growth Rates Implied by Derivative Markets
Benjamin Golez
REVIEW OF FINANCIAL STUDIES (2014)
Forecasting stock returns under economic constraints
Davide Pettenuzzo et al.
JOURNAL OF FINANCIAL ECONOMICS (2014)
Equity yields
Jules van Binsbergen et al.
JOURNAL OF FINANCIAL ECONOMICS (2013)
Predicting market returns using aggregate implied cost of capital
Yan Li et al.
JOURNAL OF FINANCIAL ECONOMICS (2013)
Predictive regressions with time-varying coefficients
Thomas Dangl et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
What does futures market interest tell us about the macroeconomy and asset prices?
Harrison Hong et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
Payout yield, risk, and mispricing: A Bayesian analysis
Jay Shanken et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
Are Stocks Really Less Volatile in the Long Run?
Lubos Pastor et al.
JOURNAL OF FINANCE (2012)
Forecasting stock market returns: The sum of the parts is more than the whole
Miguel A. Ferreira et al.
JOURNAL OF FINANCIAL ECONOMICS (2011)
Time-varying short-horizon predictability
Sam James Henkel et al.
JOURNAL OF FINANCIAL ECONOMICS (2011)
Predictive Regressions: A Present-Value Approach
Jules H. van Binsbergen et al.
JOURNAL OF FINANCE (2010)
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
David E. Rapach et al.
REVIEW OF FINANCIAL STUDIES (2010)
Predictable returns and asset allocation: Should a skeptical investor time the market?
Jessica A. Wachter et al.
JOURNAL OF ECONOMETRICS (2009)
Predictive Systems: Living with Imperfect Predictors
Lubos Pastor et al.
JOURNAL OF FINANCE (2009)
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
Victor DeMiguel et al.
REVIEW OF FINANCIAL STUDIES (2009)
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
Pasquale Della Corte et al.
JOURNAL OF FINANCIAL ECONOMICS (2008)
Predicting excess stock returns out of sample: Can anything beat the historical average?
John Y. Campbell et al.
REVIEW OF FINANCIAL STUDIES (2008)
A comprehensive look at the empirical performance of equity premium prediction
Ivo Welch et al.
REVIEW OF FINANCIAL STUDIES (2008)
Reconciling the return predictability evidence
Martin Lettau et al.
REVIEW OF FINANCIAL STUDIES (2008)
Approximately normal tests for equal predictive accuracy in nested models
Todd E. Clark et al.
JOURNAL OF ECONOMETRICS (2007)
Labor income and predictable stock returns
T Santos et al.
REVIEW OF FINANCIAL STUDIES (2006)
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
MW Brandt et al.
REVIEW OF FINANCIAL STUDIES (2005)
A Bayesian approach to imposing curvature on distance functions
CJ O'Donnell et al.
JOURNAL OF ECONOMETRICS (2005)
The term structure of the risk-return trade-off
JY Campbell et al.
FINANCIAL ANALYSTS JOURNAL (2005)
Stock return predictability and asset pricing models
D Avramov
REVIEW OF FINANCIAL STUDIES (2004)
Risks for the long run: A potential resolution of asset pricing puzzles
R Bansal et al.
JOURNAL OF FINANCE (2004)
A multivariate model of strategic asset allocation
JY Campbell et al.
JOURNAL OF FINANCIAL ECONOMICS (2003)
Stock return predictability: A Bayesian model selection perspective
KJM Cremers
REVIEW OF FINANCIAL STUDIES (2002)
Stock return predictability and model uncertainty
D Avramov
JOURNAL OF FINANCIAL ECONOMICS (2002)
Estimating economic relationships subject to firm- and time-varying equality and inequality constraints
CJ O'Donnell et al.
JOURNAL OF APPLIED ECONOMETRICS (2001)
Consumption, aggregate wealth, and expected stock returns
M Lettau et al.
JOURNAL OF FINANCE (2001)
Learning about predictability: The effects of parameter uncertainty on dynamic asset allocation
YH Xia
JOURNAL OF FINANCE (2001)
Portfolio selection and asset pricing models
L Pástor
JOURNAL OF FINANCE (2000)
Investing for the long run when returns are predictable
N Barberis
JOURNAL OF FINANCE (2000)
Share Paper
