The authors would like to thank David Peterson, Bong-Soo Lee, Eric Higgins, Steve Pruitt, Johnny Chan (the referee), and Mark Griffiths (the associate editor) as well as seminar participants at the University of Tulsa for their influential input.
PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS
Version of Record online: 10 DEC 2013
© 2013 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 36, Issue 4, pages 471–492, Winter 2013
How to Cite
Fodor, A., Krieger, K., Mauck, N. and Stevenson, G. (2013), PREDICTING EXTREME RETURNS AND PORTFOLIO MANAGEMENT IMPLICATIONS. Journal of Financial Research, 36: 471–492. doi: 10.1111/jfir.12020
- Issue online: 10 DEC 2013
- Version of Record online: 10 DEC 2013
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!