Location
Stephen F Austin State University, Baker Pattillo Student Center Theatre
Start Date
9-4-2024 4:00 PM
End Date
9-4-2024 7:00 PM
Description
Objectives: Models of different complexities can explain asset return. This study: a) examines how variants of index models predict results in 6-month and 12-month periods out of sample b) examines how variants of index models whether their predictions are biased
Testing Multiple Index Models to Predict the Returns of Fixed Income ETFs
Stephen F Austin State University, Baker Pattillo Student Center Theatre
Objectives: Models of different complexities can explain asset return. This study: a) examines how variants of index models predict results in 6-month and 12-month periods out of sample b) examines how variants of index models whether their predictions are biased
Comments
Faculty Sponsor: Emiliano Giudici (Department of Economics and Finance)