load_data_monthly_FINAL.m
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/81cb3594-43eb-4fd9-aa58-56a6abf5614c/resource/7b1b75ac-eb6c-4582-954a-76a58c4a5eb6/download/load_data_monthly_final.m |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
