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 paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages53
Volume18-076/III
Publication statusPublished - 2018

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
Volume18-076/III

Cite this

Basturk, N., Borowska, A., Grassi, S., Hoogerheide, L. F., & van Dijk, H. H. K. . (2018). Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (TI Discussion Paper Series; Vol. 18-076/III). Amsterdam: Tinbergen Institute.
Basturk, N. ; Borowska, A. ; Grassi, S. ; Hoogerheide, L.F. ; van Dijk, Herman (H.K.). / Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series).
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Basturk, N, Borowska, A, Grassi, S, Hoogerheide, LF & van Dijk, HHK 2018 'Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies' TI Discussion Paper Series, vol. 18-076/III, Tinbergen Institute, Amsterdam.

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. / Basturk, N.; Borowska, A.; Grassi, S.; Hoogerheide, L.F.; van Dijk, Herman (H.K.).

Amsterdam : Tinbergen Institute, 2018. (TI Discussion Paper Series; Vol. 18-076/III).

Research output: Working paperAcademic

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 -

Basturk N, Borowska A, Grassi S, Hoogerheide LF, van Dijk HHK. Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. Amsterdam: Tinbergen Institute. 2018. (TI Discussion Paper Series).