Out-of-sample proportional valuation errors as an alternative metric of the effectiveness of model specifications in cross-sectional valuation models

Y. Shen; A. W. Stark

Out-of-sample proportional valuation errors as an alternative metric of the effectiveness of model specifications in cross-sectional valuation models

Y. Shen, A. W. Stark

Management

Research output: Working paper / Preprint › Working paper

Original language	English
Publication status	Published - 2008

Cite this

TY - UNPB

T1 - Out-of-sample proportional valuation errors as an alternative metric of the effectiveness of model specifications in cross-sectional valuation models

AU - Shen, Y.

AU - Stark, A. W.

PY - 2008

Y1 - 2008

M3 - Working paper

BT - Out-of-sample proportional valuation errors as an alternative metric of the effectiveness of model specifications in cross-sectional valuation models

ER -