Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies

N. Basturk, S. Grassi, L.F. Hoogerheide, H.K. van Dijk

    Research output: Working paperProfessional

    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages44
    Publication statusPublished - 2016

    Publication series

    NameTI Discussion Papers
    No.99/III

    Cite this

    Basturk, N., Grassi, S., Hoogerheide, L. F., & van Dijk, H. K. (2016). Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. (TI Discussion Papers; No. 99/III). Amsterdam: Tinbergen Institute.