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Portfolio performance sensitivity for various asset-pricing kernels
Ayadi, Mohamed A., (2008)
A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald, (2007)
Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier, (2004)
KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
GYÖRFI, LÁSZLÓ, (2007)
Performance Analysis of Log-Optimal Portfolio Strategies with Transaction Costs
Ormos, Mihály, (2011)
Requisites for Long-Term Growth in Financial Markets
Ormos, Mihály, (2010)