Short-Run Asset Selection using a Logistic Model
Investors constantly look for significant predictors and accurate models to forecast future results, whose occasional efficacy end up being neutralized by market efficiency. Regardless, such predictors are widely used for seeking better (and more unique) perceptions. This paper aims to investigate t...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Brazilian Society of Finance
2011-06-01
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| Series: | Revista Brasileira de Finanças |
| Subjects: | |
| Online Access: | http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/2588/2217 |