Examining return predictability of industry style portfolios with prior return relative to a benchmark

Keyphrases

• Return Predictability 100%
• Style Portfolio 100%
• Market Returns 50%
• Estimation Method 50%
• Relative Performance 50%
• Loss Aversion 50%
• Degree of Loss 50%
• Dynamic Loss Aversion 50%
• Past Returns 50%
• Returns Differentials 50%
• Eternal Return 50%
• House Money Effect 50%

Economics, Econometrics and Finance

• Industry 100%
• Investors 50%