Internet Appendix to 'Model Uncertainty and Expected Return Proxies'

Christoph Jjckel

doi:10.2139/ssrn.2364016

Internet Appendix to 'Model Uncertainty and Expected Return Proxies'

Christoph Jjckel

https://doi.org/10.2139/ssrn.2364016

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Journal: SSRN	Publication Date: Dec 7, 2013
Citations: 3

Affiliation: Technical University of Munich

#Expected Return Proxies #Bayesian Model Averaging Approach + Show 8 more

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Abstract

This internet appendix provides simulation results that compare the Bayesian model averaging approach (BMA) with alternative proxy selection approaches. For more information, refer to the main paper.The paper Model Uncertainty and Expected Return Proxies' to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2364021

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