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~isPartOf:"Working paper / Norges Bank"
~subject:"Leading indicator"
~subject:"Markov-Kette"
~subject:"Portfolio selection"
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Weights and pools for a Norwegian density combination
Bjørnland, Hilde Christiane
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2010
Persistent link: https://www.econbiz.de/10003971151
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Combination schemes for turning point predictions
Billio, Monica
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Casarin, Roberto
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Ravazzolo, Francesco
; …
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2012
Persistent link: https://www.econbiz.de/10009524199
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Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide
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Ravazzolo, Francesco
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2014
Persistent link: https://www.econbiz.de/10010434558
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew
;
Maih, Junior
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2015
Persistent link: https://www.econbiz.de/10011410311
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5
Portfolio choice when managers control returns
Matsen, Egil
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2005
Persistent link: https://www.econbiz.de/10003228779
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