The Business School
Ashby Road
Loughborough LE11 3TU
Great Britain
Loughborough University
SSRN RANKINGS
in Total Papers Citations
Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets
Asset pricing, Commodity markets, Equity markets, Industry-level returns, Information and market efficiency, Predictability, Underreaction
Realized Volatility, Technical Indicators, Volatility Forecasting, Wavelet Decomposition, Asymmetric Effects
Equity Premium, Expected Returns, Dividend Growth Predictability
Big Data, Econometrics, Financial Data Science, Statistical Relevance, Statistical Significance Levels
China, forecast, import, export, macroeconomics, forecast combinations
explainability, explainable artificial intelligence (xai), neural networks, relevance, regressions, significance
Return forecasting, Sum of the Parts, Global asset allocation, EMD, International portfolio optimisation
finance, jump-diffusion, manager incentives, portfolio optimisation, risk management
Manager incentives, jump diffusion, portfolio optimisation, risk management, tail risk, clawbacks
global aggregate earnings-return relation, ERC, return decomposition