Sebastian Denk

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Predicting the Equity Premium with Combination Forecasts: A Reappraisal

Number of pages: 55 Posted: 25 May 2022 Last Revised: 28 Mar 2024
Sebastian Denk and Gunter Löffler
affiliation not provided to SSRN and Ulm University
Downloads 312 (203,437)

Abstract:

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Equity premium, return predictability, forecast combination