Concepedia

Forecast density combinations of dynamic models and data driven portfolio strategies

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

Journal of Econometrics · 2018 · 19 citations · 50 references

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References

50

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

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The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

, , +16

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

, , +17

A five-factor asset pricing model

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations

, , +12

Novel approach to nonlinear/non-Gaussian Bayesian state estimation

Neil Gordon, David Salmond, A. F. M. Smith · IEE Proceedings F Radar and Signal Processing · 1993 · 7.6K citations

, , +16