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dc.contributor.authorZhao, Yang
dc.contributor.authorStasinakis, Charalampos
dc.contributor.authorSermpinis, Georgios
dc.contributor.authorFernandes, Filipa Da Silva
dc.date.accessioned2021-08-04T23:06:42Z
dc.date.available2021-08-04T23:06:42Z
dc.date.issued2019-10-01
dc.identifier.citationZhao , Y , Stasinakis , C , Sermpinis , G & Fernandes , F D S 2019 , ' Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization ' , International Journal of Finance and Economics , vol. 24 , no. 4 , pp. 1443-1463 . https://doi.org/10.1002/ijfe.1742en
dc.identifier.issn1076-9307
dc.identifier.otherPURE: 143816063
dc.identifier.otherPURE UUID: a1f2f69e-6388-4f3d-8148-e202dc980ffe
dc.identifier.otherScopus: 85070667915
dc.identifier.otherWOS: 000479280300001
dc.identifier.otherMendeley: d1edf763-afb2-3580-8322-db83544bbe45
dc.identifier.otherORCID: /0000-0001-6503-7507/work/61264105
dc.identifier.urihttps://hdl.handle.net/2164/16912
dc.format.extent21
dc.language.isoeng
dc.relation.ispartofInternational Journal of Finance and Economicsen
dc.rightsThis is the peer reviewed version of the following article: Zhao, Y, Stasinakis, C, Sermpinis, G, Fernandes, FDS. Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization. Int J Fin Econ. 2019; 24: 1443– 1463., which has been published in final form at https://doi.org/10.1002/ijfe.1742. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions.en
dc.subjectFactor Investingen
dc.subjectPortfolio Optimizationen
dc.subjectDynamic Model Averagingen
dc.subjectForecast Combinationsen
dc.subjectforecast combinationsen
dc.subjectdynamic model averagingen
dc.subjectfactor investingen
dc.subjectportfolio optimizationen
dc.subjectsupport vector regressionen
dc.subjectreturnsen
dc.subjectrisken
dc.subjectinflationen
dc.subjectdynamicsen
dc.subjectkrill herden
dc.subjectSUPPORT VECTOR REGRESSIONen
dc.subjectRETURNSen
dc.subjectRISKen
dc.subjectINFLATIONen
dc.subjectDYNAMICSen
dc.subjectKRILL HERDen
dc.subjectHB Economic Theoryen
dc.subjectEconomics and Econometricsen
dc.subjectAccountingen
dc.subjectFinanceen
dc.subject.lccHBen
dc.titleRevisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimizationen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.contributor.institutionUniversity of Aberdeen.Business and Management Studiesen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1002/ijfe.1742
dc.date.embargoedUntil2021-08-05
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85070667915&partnerID=8YFLogxKen
dc.identifier.urlhttp://www.mendeley.com/research/revisiting-famafrench-factors-predictability-bayesian-modelling-copulabased-portfolio-optimizationen
dc.identifier.urlhttps://abdn.pure.elsevier.com/en/en/researchoutput/revisiting-famafrench-factors-predictability-with-bayesian-modelling-and-copulabased-portfolio-optimization(a1f2f69e-6388-4f3d-8148-e202dc980ffe).htmlen


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