Browsing by Author "d9b7f232-d9e6-4ac1-baac-9a32fec00ac4"
Now showing items 1-3 of 3
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Díaz Maureira, Juan; Hansen Silva, Erwin; Cabrera, Gabriel (Elsevier, 2020)We investigate the accuracy of copper price forecasts produced by three decision learning methods. Prior evidence (Liu et al. Resources Policy, 2017) shows that a regression tree, a simple decision learning model, can be ...
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Guidolin, Massimo; Hansen Silva, Erwin; Lozano Banda, Martín (Routledge, 2018)We evaluate linear stochastic discount factor models using an ex-post portfolio metric: the realized out-of-sample Sharpe ratio of mean–variance portfolios backed by alternative linear factor models. Using a sample of ...
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Hansen Silva, Erwin; Wagner, Rodrigo (Elsevier, 2017)Some projects take time to build or are slow to yield cash flows. This may impact the dynamics of investment and liquidity management, although few studies test their financial implications. We exploit the peculiar ...