@misc{SchlagSemenischevThimme2020,
  author    = {Christian Schlag and Michael Semenischev and Julian Thimme},
  title     = {Predictability and the cross-section of expected returns: a challenge for asset pricing models},
  booktitle = {SAFE working paper series ; No. 289},
  number    = {This version: August 28, 2020},
  doi       = {10.2139/ssrn.2788117},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {289},
  type      = {workingpaper},
  pages     = {51},
  year        = {2020},
}