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On the Difficulty of Measuring Forecasting Skill in Financial Markets - MaRDI portal

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On the Difficulty of Measuring Forecasting Skill in Financial Markets (Q4687535)

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scientific article; zbMATH DE number 6952446
Language Label Description Also known as
English
On the Difficulty of Measuring Forecasting Skill in Financial Markets
scientific article; zbMATH DE number 6952446

    Statements

    title
    On the Difficulty of Measuring Forecasting Skill in Financial Markets (English)
    0 references
    publication date
    12 October 2018
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    zbMATH Keywords
    financial forecasting
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    information coefficient
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    information ratio
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B44
    0 references
    91B50
    0 references
    62P20
    0 references
    62M20
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    zbMATH DE Number
    6952446
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    OpenAlex ID
    W1554557122
    0 references
    DOI
    10.1002/FOR.2320
    0 references
     
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