Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach

B-Tier

Journal: Management Science

Year: 2018

Volume: 64

Issue: 9

Pages: 4218-4238

Authors (3)

Hai Lin (Victoria University of Welling...) Chunchi Wu (not in RePEc) Guofu Zhou (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count