Nonparametric predictor selection in asset management

DOI10.1007/978-3-540-77903-2_42MaRDI QIDQ5391925zbMATH OpenOpenAlexFDO

Authors Johannes Hildebrandt, Thorsten Poddig

Publication date 7 April 2011

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-77903-2_42

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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Cites work

• Handbook of economic forecasting. Volume 1
• NONPARAMETRIC SIGNIFICANCE TESTING

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