Nonparametric nearest neighbor based empirical portfolio selection strategies (Q5502855)
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scientific article; zbMATH DE number 5488519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric nearest neighbor based empirical portfolio selection strategies |
scientific article; zbMATH DE number 5488519 |
Statements
Nonparametric nearest neighbor based empirical portfolio selection strategies (English)
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9 January 2009
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sequential investment
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universally consistent portfolios
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nearest neighbor estimation
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