Article | Journal of Business | October 1981

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

by Robert C. Merton and Roy D. Henriksson

Keywords: Investment; Performance; Mathematical Methods; Forecasting and Prediction;

Citation:

Merton, Robert C., and Roy D. Henriksson. "On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills." Journal of Business 54 (October 1981): 513–533.