Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 3 of 3 for “"Predictability of Stock Returns"”.
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Essays on predictability of stock returns
This thesis consists of three chapters exploring predictability of stock returns. In the first chapter, I suggest a new approach to analysis of stock return predictability. Instead of relying on predictive regressions, I employ a state space framework. Acknowledging that expected returns and …
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Can we use cap rates to better allocate investments in commercial real estate in a dynamic portfolio?
… a two-fold objective, namely to explore the role of cap rates in predicting the returns to commercial real estate, and to identify how cap rates can be used to improve the allocation of real estate in a dynamic investment portfolio. Seeking an answer to the first question, we run predictive …
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Machine Learning Predictions of International Stock Returns
This dissertation is broadly describing predictability of returns on individual stocks in international context. The first chapter covers required prerequisites for any study of fundamental anomalies outside the US. The second chapter studies the predictability of stock returns at an annual …