readme.pr.txt
Creators:
Davide Pettenuzzo
;
Francesco Ravazzolo
From the dataset abstract
We propose a density combination approach featuring combination weights that depend on the past forecast performance of the individual models entering the combination through a...
Source: Optimal Portfolio Choice Under Decision‐Based Model Combinations (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/81cb3594-43eb-4fd9-aa58-56a6abf5614c/resource/763eb0c2-5511-4572-b0ee-24bd9a98374f/download/readme.pr.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
