Zhao, YangStasinakis, CharalamposSermpinis, GeorgiosFernandes, Filipa Da Silva2021-08-042021-08-042019-10-01Zhao, Y, Stasinakis, C, Sermpinis, G & Fernandes, F D S 2019, 'Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization', International Journal of Finance and Economics, vol. 24, no. 4, pp. 1443-1463. https://doi.org/10.1002/ijfe.17421076-9307Mendeley: d1edf763-afb2-3580-8322-db83544bbe45ORCID: /0000-0001-6503-7507/work/61264105https://hdl.handle.net/2164/1691221753957engFactor InvestingPortfolio OptimizationDynamic Model AveragingForecast Combinationsforecast combinationsdynamic model averagingfactor investingportfolio optimizationsupport vector regressionreturnsriskinflationdynamicskrill herdSUPPORT VECTOR REGRESSIONRETURNSRISKINFLATIONDYNAMICSKRILL HERDHB Economic TheoryEconomics and EconometricsAccountingFinanceHBJournal article10.1002/ijfe.1742http://www.scopus.com/inward/record.url?scp=85070667915&partnerID=8YFLogxKhttp://www.mendeley.com/research/revisiting-famafrench-factors-predictability-bayesian-modelling-copulabased-portfolio-optimizationhttps://abdn.pure.elsevier.com/en/en/researchoutput/revisiting-famafrench-factors-predictability-with-bayesian-modelling-and-copulabased-portfolio-optimization(a1f2f69e-6388-4f3d-8148-e202dc980ffe).html244