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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
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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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More from the Authors
  • No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions By: Robert C. Merton and Richard T. Thakor
  • Customers and Investors: A Framework for Understanding Financial Institutions By: Robert C. Merton and Robert T. Thakor
  • The Crisis in Retirement Planning By: Robert C. Merton
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