A DLM for Predicting the Return of a Portfolio Alex Lenkoski Ingrid Hobæk Haff Kjersti Aas Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/26/15) Year: 2015 Issue: SAMBA/26/15 Number of pages: 41 Alex Lenkoski Research Leader Kjersti Aas Research Director SAMBA You are here: Home Publications Report A DLM for Predicting the Return of a Portfolio
