City Research Online

Items where Author is "Scholz, M."

Up a level
Group by: Type | No Grouping
Number of items: 6.

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scholz, M. (2021). Short-term exuberance and long-term stability: A simultaneous optimization of stock return predictions for short and long horizons. Mathematics, 9(6), article number 620. doi: 10.3390/math9060620

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. ORCID: 0000-0002-2798-0817 & Scholz, M. (2020). Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case. Mathematics, 8(6), article number 927. doi: 10.3390/math8060927

Mammen, E., Nielsen, J. P. ORCID: 0000-0002-2798-0817, Scholz, M. & Sperlich, S. (2019). Conditional variance forecasts for long-term stock returns. Risks, 7(4), article number 113. doi: 10.3390/risks7040113

Kyriakou, I. ORCID: 0000-0001-9592-596X, Mousavi, P., Nielsen, J. P. & Scholz, M. (2019). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research, 297(1-2), pp. 221-240. doi: 10.1007/s10479-019-03338-4

Scholz, M., Sperlich, S. & Nielsen, J. P. (2016). Nonparametric long term prediction of stock returns with generated bond yields. Insurance: Mathematics and Economics, 69(July 2), pp. 82-96. doi: 10.1016/j.insmatheco.2016.04.007

Scholz, M., Nielsen, J. P. & Sperlich, S. (2015). Nonparametric Prediction of Stock Returns Based on Yearly Data: The Long-Term View. Insurance: Mathematics and Economics, 65(Novemb), pp. 143-155. doi: 10.1016/j.insmatheco.2015.09.011

This list was generated on Thu Mar 28 04:24:06 2024 UTC.