Time-Varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies
Year of publication: |
2016
|
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Authors: | Basturk, Nalan |
Other Persons: | Grassi, Stefano (contributor) ; Hoogerheide, Lennart F. (contributor) ; van Dijk, H. K. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (44 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 31, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2871109 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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