Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach
Management science, 2018-09, Vol.64 (9), p.4218-4238 [Peer Reviewed Journal]2017 INFORMS ;COPYRIGHT 2018 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Sep 2018 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.2017.2734
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