A new tight and general bound on return predictability
type: Item
instance of: scholarly article
title: A new tight and general bound on return predictability
zbMATH Open document ID: 1397.91610
author: Valerio Potì
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6947400
zbMATH Keywords: predictability bounds
zbMATH Keywords: market efficiency
zbMATH Keywords: currency strategies
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.11.010
OpenAlex ID: W2770406733
cites work: Q3994364
cites work: How much stock return predictability can we expect from an asset pricing model?
DOI: 10.1016/J.ECONLET.2017.11.010
description: scientific article; zbMATH DE number 6947400