Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

N. Basturk, A. Borowska, S. Grassi, L.F. Hoogerheide, Herman (H.K.) van Dijk

Research output: Working paper / Preprint › Working paper › Academic

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title = "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies",

author = "N. Basturk and A. Borowska and S. Grassi and L.F. Hoogerheide and {van Dijk}, {Herman (H.K.)}",

year = "2018",

language = "English",

volume = "18-076/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

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TY - UNPB

T1 - Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

AU - Basturk, N.

AU - Borowska, A.

AU - Grassi, S.

AU - Hoogerheide, L.F.

AU - van Dijk, Herman (H.K.)

PY - 2018

Y1 - 2018

M3 - Working paper

VL - 18-076/III

T3 - TI Discussion Paper Series

BT - Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

PB - Tinbergen Institute

CY - Amsterdam

ER -