Predicting market components out of sample: Asset allocation implications

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	29-41
Number of pages	13
Journal	Journal of Portfolio Management
Volume	37
Issue number	4
DOIs	https://doi.org/10.3905/jpm.2011.37.4.029
State	Published - Jun 2011

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@article{a79045d79e444857a964ac06d8b80238,

title = "Predicting market components out of sample: Asset allocation implications",

author = "Aiguo Kong and Rapach, \{David E.\} and Strauss, \{Jack K.\} and Guofu Zhou",

year = "2011",

month = jun,

doi = "10.3905/jpm.2011.37.4.029",

language = "English",

volume = "37",

pages = "29--41",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

number = "4",

}

TY - JOUR

T1 - Predicting market components out of sample

T2 - Asset allocation implications

AU - Kong, Aiguo

AU - Rapach, David E.

AU - Strauss, Jack K.

AU - Zhou, Guofu

PY - 2011/6

Y1 - 2011/6

UR - https://www.scopus.com/pages/publications/79960784378

U2 - 10.3905/jpm.2011.37.4.029

DO - 10.3905/jpm.2011.37.4.029

M3 - Article

AN - SCOPUS:79960784378

SN - 0095-4918

VL - 37

SP - 29

EP - 41

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

IS - 4

ER -