An Empirical Estimation of the Investor Loss Function Associated with the Use of Analysts' Forecasts of Earnings
- 1 July 1991
- journal article
- Published by Wiley in Decision Sciences
- Vol. 22 (3) , 678-682
- https://doi.org/10.1111/j.1540-5915.1991.tb01290.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- "COMPANY FORECAST ACCURACY FOR EXPONENTIAL SMOOTHING MODELS OF EARNINGS-PER-SHARE DATA FOR FINANCIAL DECISION MAKING": A COMMENTDecision Sciences, 1988
- A Comparative Study of the Forecasting Accuracy of Holt‐Winters and Economic Indicator Models of Earnings Per Share For Financial Decision MakingManagerial Finance, 1987
- Professional Expectations: Accuracy and Diagnosis of ErrorsJournal of Financial and Quantitative Analysis, 1984
- Expectations and Share PricesManagement Science, 1981
- The accuracy of analysts' forecasts of earnings per shareJournal of Business Research, 1975