Pål Sundsøy

Norges Bank Investment Management (NBIM)

Bankplassen 2

P.O. Box 1179 Sentrum

Oslo, NO-0107

Norway

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Dynamic signal selection strategies

Journal of Investment Strategies, Vol. 11, No. 4, 2022
Number of pages: 20 Posted: 23 Jan 2023
Dilip B. Madan, Yazid Sharaiha and Pål Sundsøy
University of Maryland - Robert H. Smith School of Business, Norges Bank Investment Management (NBIM) and Norges Bank Investment Management (NBIM)
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Abstract:

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copulas, stock selection, factor selection, predictors, dependency models