Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?
نویسندگان
چکیده
منابع مشابه
To Combine Forecasts or to Combine Information?
When the objective is to forecast a variable of interest but with many explanatory variables available, one could possibly improve the forecast by carefully integrating them. There are generally two directions one could proceed: combination of forecasts (CF) or combination of information (CI). CF combines forecasts generated from simple models each incorporating a part of the whole information ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2421009