Forecast density combinations of dynamic models and data driven portfolio strategies

Nalan Baştürk, Agnieszka Borowska, Stefano Grassi, Lennart Hoogerheide and Herman K. van Dijk

Year of publication:	2018
Authors:	Baştürk, Nalan ; Borowska, Agnieszka ; Grassi, Stefano ; Hoogerheide, Lennart ; Dijk, Herman K. van
Publisher:	Oslo : Norges Bank
Subject:	Prognoseverfahren \| Forecasting model \| Bayes-Statistik \| Bayesian inference \| Dynamische Ökonometrie \| Dynamic econometrics \| Portfolio-Management \| Portfolio selection

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