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://jda-test.zbw.eu/dataset/571b9519-3550-4b59-85bf-5b25845a1ac0/resource/3b8b3cae-2d4c-4e93-affa-c9078171320a/download/readme.pr.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
