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 paper / Preprint › Working paper › Professional

Name	TI Discussion Papers
No.	99/III

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title = "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies",

author = "N. Basturk and S. Grassi and L.F. Hoogerheide and {van Dijk}, H.K.",

year = "2016",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "99/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

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TY - UNPB

T1 - Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies

AU - Basturk, N.

AU - Grassi, S.

AU - Hoogerheide, L.F.

AU - van Dijk, H.K.

PY - 2016

Y1 - 2016

M3 - Working paper

T3 - TI Discussion Papers

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

PB - Tinbergen Institute

CY - Amsterdam

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