KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
Year of publication: |
2007
|
---|---|
Authors: | GYÖRFI, LÁSZLÓ ; URBÁN, ANDRÁS ; VAJDA, ISTVÁN |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 10.2007, 03, p. 505-516
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Sequential investment | semi-log-optimal portfolios | kernel-based empirical portfolio selections |
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