KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES (Q5297235)

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scientific article; zbMATH DE number 5172245
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KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
scientific article; zbMATH DE number 5172245

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    KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES (English)
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    18 July 2007
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    sequential investment
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    semi-log-optimal portfolios
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    kernel-based empirical portfolio selections
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