Nonparametric nearest neighbor based empirical portfolio selection strategies (Q5502855)
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scientific article; zbMATH DE number 5488519
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| 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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0.7972959280014038
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0.7859624028205872
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0.7857757210731506
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0.7776581645011902
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