Abstract
The present chapter will provide an overview of the relevant literature on factormimicking portfolios and return predictability. However, the literature, especially on the forecastability of returns, is extensive and therefore, the research mentioned can represent no more than a selection. In order to provide a more comprehensive picture of return predictability I do not restrict the literature review to serial correlation.
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Scheurle, P. (2010). Literature Review. In: Predictability of the Swiss Stock Market with Respect to Style. Gabler. https://doi.org/10.1007/978-3-8349-8729-7_2
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DOI: https://doi.org/10.1007/978-3-8349-8729-7_2
Publisher Name: Gabler
Print ISBN: 978-3-8349-2191-8
Online ISBN: 978-3-8349-8729-7
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