Sitemap
A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
How to Dominate the Historical Average
Published in Review of Financial Studies, accepted, 2024., 2024
We present a novel methodology for the out-of-sample forecast of the equity premium. Our approach matches the stability of the historical average while conservatively utilizing a predictor’s capacity to improve forecast accuracy. We demonstrate that, theoretically and empirically, our method dominates the historical average in forecast performance. Our methodology establishes a simple yet powerful paradigm for exploiting the real-time equity premium predictability derived from a predictor. Applications of our method reveal that many predictors can forecast the equity premium, and that parameter estimates in previous studies add value to out-of-sample forecasts.
Posts
Future Blog Post
Published:
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Blog Post number 4
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
Paper Title Number 2
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
Download Paper | Download Slides
Paper Title Number 3
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
Download Paper | Download Slides
Paper Title Number 4
Published in GitHub Journal of Bugs, 2024
This paper is about fixing template issue #693.
Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
Download Paper
How to Dominate the Historical Average
Published in Review of Financial Studies, accepted, 2024., 2024
We present a novel methodology for the out-of-sample forecast of the equity premium. Our approach matches the stability of the historical average while conservatively utilizing a predictor’s capacity to improve forecast accuracy. We demonstrate that, theoretically and empirically, our method dominates the historical average in forecast performance. Our methodology establishes a simple yet powerful paradigm for exploiting the real-time equity premium predictability derived from a predictor. Applications of our method reveal that many predictors can forecast the equity premium, and that parameter estimates in previous studies add value to out-of-sample forecasts.
talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.