Forecast combinations

A-Tier
Journal: The Review of Financial Studies
Year: 2021
Volume: 34
Issue: 2
Pages: 1090-1103

Authors (4)

Daniele Bianchi (Queen Mary University of Londo...) Matthias Büchner (not in RePEc) Tobias Hoogteijling (not in RePEc) Andrea Tamoni (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

In this note we revisit the empirical results in Bianchi, Büchner, and Tamoni (2020) after correcting for using information not available at the time the forecast was made. Although we note a decrease in out-of-sample , the revised analysis confirms that bond excess return predictability from neural networks remains statistically and economically significant.

Technical Details

RePEc Handle
repec:oup:rfinst:v:34:y:2021:i:2:p:1090-1103.
Journal Field
Finance
Author Count
4
Added to Database
2026-01-24