Article
Journal of Business

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

By: Robert C. Merton and Roy D. Henriksson

Format:Print
| Pages:21

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, no. 4 (October 1981): 513–533.

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About The Author

Robert C. Merton

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