KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES (Q5297235): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Universal schemes for prediction, gambling and portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Individual Ergodic Theorem of Information Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On‐Line Portfolio Selection Using Multiplicative Updates / rank
 
Normal rank
Property / cites work
 
Property / cites work: When Should We be Prepared to Improve a Portfolio by Lacklustre Stocks? — A Note on Log-Optimal Portfolio Selection / rank
 
Normal rank

Latest revision as of 12:25, 26 June 2024

scientific article; zbMATH DE number 5172245
Language Label Description Also known as
English
KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
scientific article; zbMATH DE number 5172245

    Statements

    Identifiers