The Review of Financial Studies, Vol. 34, No. 1 (January 2021), pp. 149-193 (45 pages) We analyze the out-of-sample performance of variables shown to forecast future mutual fund alphas. The degree of ...
We introduce the performance-based Shapley value (PBSV) to measure the contributions of individual predictors to the out-of-sample loss for time-series forecasting models. Our new metric allows a ...
Pew Research Center designed this study to assess the current state of online survey sampling methods – both probability-based and opt-in – and determine their accuracy on general population estimates ...
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