Cover's Algorithm Modified for Nonparametric Estimation of a Log-Optimal Portfolio Selection Function
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Publication:5346409
DOI10.1109/TIT.2013.2257914zbMATH Open1364.91145OpenAlexW2082835201MaRDI QIDQ5346409FDOQ5346409
Authors: Harro Walk
Publication date: 8 June 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2013.2257914
Nonparametric estimation (62G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
Cited In (1)
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