Keywords: Forecasts
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Journal Articles
Review of Accounting and Finance (2026) 25 (1): 98–120.
Published: 10 February 2026
... stocks or bonds. This active portfolio is compared against two passive, fixed asset allocation portfolios. Secondly, the out-of-sample forecast exercise for the return difference where the outcome of the forecasts determine trading signals and is compared to a baseline forecast. Originality/value...

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