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

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

Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. / Basturk, N.; Grassi, S.; Hoogerheide, L.F.; van Dijk, H.K.

Amsterdam : Tinbergen Institute, 2016. (TI Discussion Papers; No. 99/III).

Research output: Working paperProfessional

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

ER -

Basturk N, Grassi S, Hoogerheide LF, van Dijk HK. Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. Amsterdam: Tinbergen Institute. 2016. (TI Discussion Papers; 99/III).