Kernel-based semi-log-optimal empirical portfolio selection strategies
Year of publication: |
2007
|
---|---|
Authors: | Gyöfri, László ; Urbán, András ; Vajda, István |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 3, p. 505-516
|
Subject: | Portfolio-Management | Portfolio selection | Core | Theorie | Theory |
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