cer | Annualized Certainty Equivalent Return |
in_sample | In-Sample |
is_oos_gw | In-sample and out-of-sample Goyal and Welch (2008) |
ivx_wald | IVX-Wald: Kostakis, A, T Magdalinos, and MP Stamatogiannis... |
oos_portfolio | Title |
out_of_sample | Out-of-Sample |
predictors_annual | Goyal & Welch (2008) annual dataset |
predictors_monthly | Goyal & Welch (2008) monthly dataset |
predictors_quarterly | Goyal & Welch (2008) quarterly dataset |
qLL_hat | TqLL_hat: Elliott and Muller (2006) |
return_cumulative | Return cumulative |
return_volatility | Return volatility |
sharpe_ratio | Title |
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